+1,210.4%
AAPL vs XLP
+102.6%
+1,107.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.6% |
| 7D | -2.7% | -1.4% | -1.3% | -1.4% |
| 30D | +1.0% | -1.3% | +2.3% | +2.2% |
| 3M | +5.0% | +1.8% | +3.1% | +2.9% |
| 6M | +23.0% | -0.8% | +23.9% | +23.4% |
| YTD | +16.6% | +9.5% | +7.1% | +5.8% |
| 1Y | +33.4% | +7.2% | +26.2% | +23.2% |
| 3Y | +79.9% | +27.1% | +52.7% | +38.7% |
| 5Y | +109.0% | +32.0% | +77.0% | +55.7% |
| 10Y | +1,210.4% | +102.9% | +1,107.5% | +579.6% |
| All | +1,210.4% | +102.6% | +1,107.9% | +579.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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