+13.0%
APH vs XLB
+24.8%
-11.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.9% | +6.3% | +7.1% |
| 7D | +1.1% | -1.4% | +2.4% | +1.9% |
| 30D | -7.5% | +7.1% | -14.6% | -11.1% |
| 3M | -4.4% | +0.6% | -5.1% | -4.8% |
| 6M | +26.5% | +3.5% | +23.0% | +23.2% |
| YTD | +20.0% | +18.2% | +1.8% | +6.8% |
| All | +13.0% | +24.8% | -11.8% | -2.4% |
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 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