+109.0%
AAPL vs XLC
+37.3%
+71.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | -2.7% | +0.6% | -3.3% | -3.2% |
| 30D | +1.0% | +0.2% | +0.8% | +0.7% |
| 3M | +5.0% | +0.6% | +4.3% | +3.9% |
| 6M | +23.0% | -4.5% | +27.5% | +27.1% |
| YTD | +16.6% | -4.7% | +21.4% | +20.6% |
| 1Y | +33.4% | -1.7% | +35.1% | +34.1% |
| 3Y | +79.9% | +72.3% | +7.6% | +12.8% |
| 5Y | +109.0% | +37.8% | +71.3% | +49.5% |
| All | +109.0% | +37.3% | +71.7% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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