+54.6%
XLE vs APA
+5.6%
+49.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.5% |
| 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% | +13.8% |
| 1Y | +48.3% | +88.8% | -40.5% | +12.6% |
| All | +54.6% | +5.6% | +49.0% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling