+951.3%
APH vs XLB
+173.6%
+777.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.9% | +6.3% | +6.6% |
| 7D | +1.1% | -1.4% | +2.4% | +2.2% |
| 30D | -7.5% | +7.1% | -14.6% | -12.8% |
| 3M | -4.4% | +0.6% | -5.1% | -5.2% |
| 6M | +26.5% | +3.5% | +23.0% | +22.0% |
| YTD | +20.0% | +18.2% | +1.8% | +3.0% |
| 1Y | +16.9% | +25.6% | -8.7% | -4.9% |
| 3Y | +288.5% | +46.7% | +241.8% | +174.3% |
| 5Y | +310.3% | +30.9% | +279.4% | +218.5% |
| 10Y | +951.3% | +167.7% | +783.5% | +386.0% |
| All | +951.3% | +173.6% | +777.7% | +386.0% |
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