+352.8%
APH vs XLB
+35.6%
+317.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -0.4% |
| 7D | +0.2% | -0.2% | +0.5% | +0.3% |
| 30D | -3.3% | -1.7% | -1.6% | -2.1% |
| 3M | +14.0% | +4.4% | +9.7% | +9.4% |
| 6M | +24.4% | +5.0% | +19.4% | +18.7% |
| YTD | +21.4% | +15.5% | +6.0% | +6.5% |
| 1Y | +48.9% | +14.9% | +34.0% | +30.7% |
| 3Y | +290.1% | +34.5% | +255.6% | +195.6% |
| 5Y | +352.8% | +36.5% | +316.3% | +237.5% |
| All | +352.8% | +35.6% | +317.2% | +237.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling