+1,278.0%
AAPL vs XLF
+254.4%
+1,023.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.3% |
| 7D | +3.8% | -1.5% | +5.3% | +4.9% |
| 30D | +9.9% | -1.2% | +11.1% | +10.8% |
| 3M | +12.5% | +9.2% | +3.3% | +6.0% |
| 6M | +27.6% | +16.3% | +11.3% | +15.0% |
| YTD | +22.6% | +5.4% | +17.1% | +17.9% |
| 1Y | +45.0% | +7.6% | +37.4% | +37.4% |
| 3Y | +87.8% | +74.2% | +13.6% | +28.7% |
| 5Y | +128.7% | +66.1% | +62.5% | +61.5% |
| All | +1,278.0% | +254.4% | +1,023.6% | +636.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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