+218.0%
XLE vs APA
+156.4%
+61.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | +0.6% |
| 7D | +2.2% | +0.5% | +1.7% | +1.9% |
| 30D | +11.8% | +23.4% | -11.6% | +1.4% |
| 3M | +9.8% | +12.7% | -2.9% | +3.4% |
| 6M | +15.6% | +39.4% | -23.8% | -2.0% |
| YTD | +45.3% | +79.0% | -33.7% | +9.4% |
| 1Y | +48.3% | +88.8% | -40.5% | +7.6% |
| 3Y | +55.4% | +6.4% | +49.1% | +41.8% |
| All | +218.0% | +156.4% | +61.6% | +90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling