+166.5%
XLE vs APA
+90.7%
+75.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +0.6% |
| 7D | +4.4% | +9.6% | -5.2% | +0.1% |
| 30D | -4.3% | -0.2% | -4.0% | -4.3% |
| 3M | +6.0% | +19.8% | -13.8% | -2.8% |
| 6M | +13.2% | +30.1% | -16.8% | -0.5% |
| YTD | +46.7% | +100.4% | -53.7% | +4.3% |
| 1Y | +46.6% | +105.2% | -58.6% | +2.8% |
| 3Y | +69.6% | +44.6% | +25.0% | +33.2% |
| 5Y | +166.5% | +88.8% | +77.7% | +77.0% |
| All | +166.5% | +90.7% | +75.8% | +77.0% |
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