+147.5%
XEL vs APA
-2.8%
+150.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | -1.2% | +0.8% | -2.0% | -1.2% |
| 30D | -2.9% | +9.6% | -12.5% | -3.2% |
| 3M | -2.7% | +18.0% | -20.7% | -3.2% |
| 6M | -6.5% | +41.9% | -48.4% | -7.6% |
| YTD | +3.6% | +86.3% | -82.7% | +1.5% |
| 1Y | +7.5% | +97.9% | -90.4% | +5.0% |
| 3Y | +46.3% | +12.8% | +33.5% | +44.3% |
| 5Y | +30.5% | +177.2% | -146.7% | +25.2% |
| All | +147.5% | -2.8% | +150.3% | +120.2% |
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