+118.5%
EXPE vs APA
+0.9%
+117.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -13.3% | -8.7% | -4.6% | -11.7% |
| 30D | -5.5% | -2.4% | -3.1% | -5.4% |
| 3M | -16.5% | +19.0% | -35.5% | -20.4% |
| 6M | +13.1% | +26.8% | -13.7% | +5.0% |
| YTD | -8.0% | +87.3% | -95.3% | -23.5% |
| 1Y | +1.1% | +92.3% | -91.2% | -16.8% |
| 3Y | +131.2% | +37.3% | +93.9% | +98.1% |
| 5Y | +39.8% | +73.2% | -33.4% | +7.3% |
| 10Y | +118.5% | -0.9% | +119.3% | +25.1% |
| All | +118.5% | +0.9% | +117.6% | +25.1% |
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