+6.1%
APA vs XHB
+237.3%
-231.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.1% |
| 7D | +8.5% | -0.2% | +8.8% | +8.5% |
| 30D | +2.8% | +9.9% | -7.2% | -5.7% |
| 3M | +21.7% | -6.3% | +28.0% | +25.2% |
| 6M | +32.6% | +3.8% | +28.8% | +21.2% |
| YTD | +103.7% | +0.1% | +103.6% | +85.5% |
| 1Y | +101.8% | -0.8% | +102.6% | +84.5% |
| 3Y | +48.1% | +35.6% | +12.4% | -4.7% |
| 5Y | +91.9% | +29.6% | +62.3% | +22.9% |
| All | +6.1% | +237.3% | -231.2% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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