+150.1%
EXE vs APA
+203.9%
-53.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +1.8% |
| 7D | -2.2% | -5.5% | +3.3% | -0.2% |
| 30D | -0.3% | -1.2% | +0.8% | -0.2% |
| 3M | -9.3% | +10.6% | -19.9% | -13.1% |
| 6M | -7.2% | +28.4% | -35.7% | -16.4% |
| YTD | -18.9% | +89.7% | -108.7% | -37.9% |
| 1Y | -21.7% | +90.6% | -112.3% | -40.2% |
| 3Y | +21.0% | +36.9% | -15.9% | +0.8% |
| 5Y | +76.0% | +83.2% | -7.3% | +26.3% |
| All | +150.1% | +203.9% | -53.8% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling