+133.0%
AAPL vs XLP
+40.8%
+92.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.5% |
| 7D | -0.7% | +0.7% | -1.4% | -1.2% |
| 30D | +1.7% | +10.3% | -8.6% | -5.9% |
| 3M | +9.7% | +6.5% | +3.1% | +4.2% |
| 6M | +19.3% | +8.4% | +10.9% | +11.5% |
| YTD | +26.3% | +18.2% | +8.1% | +8.9% |
| 1Y | +27.4% | +22.4% | +5.0% | +6.3% |
| 3Y | +93.6% | +41.9% | +51.7% | +37.9% |
| All | +133.0% | +40.8% | +92.2% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling