+172.7%
XLE vs APA
-3.2%
+175.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | +0.4% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | +11.8% | +23.4% | -11.6% | +2.4% |
| 3M | +9.8% | +12.7% | -2.9% | +4.1% |
| 6M | +15.6% | +39.4% | -23.8% | -0.2% |
| YTD | +45.3% | +79.0% | -33.7% | +12.9% |
| 1Y | +48.3% | +88.8% | -40.5% | +11.6% |
| 3Y | +55.4% | +6.4% | +49.1% | +40.9% |
| 5Y | +216.1% | +153.0% | +63.1% | +96.6% |
| All | +172.7% | -3.2% | +175.9% | +76.5% |
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