+179.3%
EXE vs APA
+191.9%
-12.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.4% |
| 7D | -1.8% | -1.7% | -0.1% | -1.2% |
| 30D | +6.4% | +15.7% | -9.3% | +0.7% |
| 3M | +9.2% | +16.5% | -7.2% | +2.8% |
| 6M | -7.0% | +35.1% | -42.1% | -18.1% |
| YTD | -9.5% | +82.2% | -91.7% | -29.3% |
| 1Y | +6.2% | +102.5% | -96.2% | -21.0% |
| 3Y | +20.7% | +10.3% | +10.4% | +10.6% |
| 5Y | +103.6% | +166.1% | -62.5% | +30.4% |
| All | +179.3% | +191.9% | -12.6% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded APA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling