-26.3%
APH vs XLB
+17.4%
-43.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.5% | -47.3% | -47.5% |
| 7D | -48.7% | -1.5% | -47.2% | -48.1% |
| 30D | -51.9% | -0.4% | -51.6% | -51.7% |
| 3M | -43.6% | +2.0% | -45.5% | -44.1% |
| 6M | -37.5% | +1.8% | -39.4% | -38.6% |
| YTD | -38.6% | +16.6% | -55.2% | -43.0% |
| 1Y | -26.3% | +16.9% | -43.3% | -33.6% |
| All | -26.3% | +17.4% | -43.7% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling