+262.1%
APH vs XEL
+44.3%
+217.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.0% | +4.1% |
| 7D | -5.9% | -0.2% | -5.8% | -5.9% |
| 30D | -14.8% | +10.0% | -24.8% | -14.4% |
| 3M | -12.4% | +4.3% | -16.8% | -12.2% |
| 6M | +8.1% | +0.5% | +7.6% | +8.2% |
| YTD | +10.9% | +10.4% | +0.6% | +11.3% |
| 1Y | +8.8% | +2.0% | +6.8% | +8.8% |
| 3Y | +262.1% | +45.6% | +216.5% | +276.3% |
| All | +262.1% | +44.3% | +217.8% | +276.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 3y: compounded portfolio wealth divided by compounded XEL 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…
3y analysis · Full analysis span regression · 6 months rolling