+355.9%
APH vs XLB
+36.1%
+319.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | +5.0% | -1.4% | +6.3% | +6.1% |
| 30D | -3.9% | -0.4% | -3.5% | -3.7% |
| 3M | +13.0% | +2.0% | +11.0% | +10.6% |
| 6M | +25.2% | +1.8% | +23.3% | +22.5% |
| YTD | +22.9% | +16.6% | +6.4% | +7.0% |
| 1Y | +47.8% | +16.9% | +30.9% | +27.9% |
| 3Y | +283.0% | +32.6% | +250.5% | +194.4% |
| All | +355.9% | +36.1% | +319.8% | +240.5% |
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