+988.3%
XLE vs APA
+585.6%
+402.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.7% | -1.3% |
| 7D | -12.0% | -15.5% | +3.5% | -4.6% |
| 30D | -2.7% | +2.4% | -5.1% | -4.0% |
| 3M | +6.6% | +22.8% | -16.2% | -4.2% |
| 6M | +9.5% | +17.9% | -8.4% | -0.2% |
| YTD | +40.6% | +87.7% | -47.1% | +0.5% |
| 1Y | +43.6% | +94.2% | -50.6% | +0.7% |
| 3Y | +58.1% | +27.2% | +30.9% | +27.1% |
| 5Y | +152.2% | +74.1% | +78.0% | +63.7% |
| 10Y | +172.9% | +2.6% | +170.3% | +52.6% |
| All | +988.3% | +585.6% | +402.7% | +141.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling