+944.2%
APH vs XLB
+165.5%
+778.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.1% |
| 7D | +0.4% | -1.6% | +2.0% | +2.0% |
| 30D | -8.0% | +7.2% | -15.2% | -13.4% |
| 3M | -5.0% | 0.0% | -5.0% | -5.3% |
| 6M | +29.9% | +2.3% | +27.6% | +26.7% |
| YTD | +18.0% | +18.4% | -0.4% | +1.1% |
| 1Y | +11.3% | +23.3% | -12.0% | -8.0% |
| 3Y | +274.9% | +45.2% | +229.8% | +166.9% |
| 5Y | +300.6% | +31.0% | +269.6% | +210.7% |
| 10Y | +944.2% | +168.8% | +775.5% | +362.4% |
| All | +944.2% | +165.5% | +778.8% | +362.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling