+282.2%
APH vs XLB
+29.2%
+252.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.7% |
| 7D | -5.9% | -1.5% | -4.4% | -4.9% |
| 30D | -14.8% | +6.1% | -20.9% | -19.0% |
| 3M | -12.4% | 0.0% | -12.5% | -12.8% |
| 6M | +8.1% | 0.0% | +8.1% | +7.3% |
| YTD | +10.9% | +16.0% | -5.1% | -3.3% |
| 1Y | +8.8% | +24.7% | -16.0% | -11.0% |
| 3Y | +262.1% | +40.4% | +221.7% | +164.0% |
| All | +282.2% | +29.2% | +252.9% | +200.2% |
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