+285.2%
APH vs XLB
+28.0%
+257.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +4.9% | +0.5% | +4.3% | +4.5% |
| 30D | -5.4% | +5.2% | -10.5% | -9.4% |
| 3M | -5.5% | +0.3% | -5.8% | -6.0% |
| 6M | +25.9% | +1.2% | +24.7% | +24.0% |
| YTD | +16.4% | +16.6% | -0.3% | +1.1% |
| 1Y | +16.5% | +21.4% | -5.0% | -2.4% |
| 3Y | +270.9% | +43.2% | +227.6% | +166.0% |
| All | +285.2% | +28.0% | +257.2% | +204.1% |
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 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