+8.8%
APH vs XLB
+23.8%
-15.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.5% |
| 7D | -5.9% | -1.5% | -4.4% | -5.2% |
| 30D | -14.8% | +6.1% | -20.9% | -17.8% |
| 3M | -12.4% | 0.0% | -12.5% | -12.6% |
| 6M | +8.1% | 0.0% | +8.1% | +7.5% |
| YTD | +10.9% | +16.0% | -5.1% | -0.8% |
| 1Y | +8.8% | +24.7% | -16.0% | -8.1% |
| All | +8.8% | +23.8% | -15.0% | -8.1% |
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