+1,237.1%
AAPL vs XLB
+158.8%
+1,078.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.5% |
| 7D | -3.0% | -2.9% | 0.0% | -0.8% |
| 30D | +2.3% | -3.4% | +5.7% | +4.8% |
| 3M | +8.6% | +1.6% | +7.0% | +7.0% |
| 6M | +21.6% | +3.6% | +17.9% | +17.6% |
| YTD | +16.3% | +14.2% | +2.1% | +3.9% |
| 1Y | +35.1% | +15.6% | +19.5% | +19.2% |
| 3Y | +79.4% | +33.1% | +46.3% | +40.8% |
| 5Y | +109.8% | +35.0% | +74.8% | +62.4% |
| 10Y | +1,237.1% | +164.5% | +1,072.5% | +555.2% |
| All | +1,237.1% | +158.8% | +1,078.3% | +555.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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