+1,306.6%
AAPL vs XLP
+129.0%
+1,177.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.8% |
| 7D | +5.0% | +2.3% | +2.7% | +2.9% |
| 30D | +3.5% | +9.1% | -5.6% | -4.6% |
| 3M | +13.1% | +7.9% | +5.2% | +5.2% |
| 6M | +19.0% | +9.6% | +9.4% | +8.6% |
| YTD | +28.5% | +19.4% | +9.1% | +7.4% |
| 1Y | +29.7% | +22.4% | +7.3% | +5.7% |
| 3Y | +89.2% | +43.2% | +46.1% | +30.1% |
| 5Y | +141.2% | +42.6% | +98.6% | +67.0% |
| 10Y | +1,306.6% | +135.4% | +1,171.2% | +559.1% |
| All | +1,306.6% | +129.0% | +1,177.6% | +559.1% |
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