+153.1%
EXPE vs APA
-0.7%
+153.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.8% | -9.7% | -8.3% |
| 7D | -9.8% | -1.7% | -8.1% | -9.4% |
| 30D | -11.5% | +15.7% | -27.2% | -14.6% |
| 3M | +21.7% | +16.5% | +5.3% | +16.4% |
| 6M | +10.4% | +35.1% | -24.7% | +0.5% |
| YTD | -2.5% | +82.2% | -84.8% | -17.9% |
| 1Y | +27.3% | +102.5% | -75.1% | +3.6% |
| 3Y | +153.5% | +10.3% | +143.2% | +129.8% |
| 5Y | +91.1% | +166.1% | -75.0% | +32.3% |
| 10Y | +153.1% | -4.9% | +158.0% | +46.3% |
| All | +153.1% | -0.7% | +153.8% | +46.3% |
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