+33,981.5%
APH vs XLB
+824.9%
+33,156.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.4% | -7.1% |
| 7D | -12.7% | -0.4% | -12.3% | -12.6% |
| 30D | -19.2% | +5.2% | -24.4% | -22.4% |
| 3M | -16.7% | -0.1% | -16.6% | -16.9% |
| 6M | +5.1% | +2.4% | +2.7% | +2.6% |
| YTD | +6.6% | +16.9% | -10.3% | -6.1% |
| 1Y | +3.9% | +25.0% | -21.1% | -13.1% |
| 3Y | +246.0% | +40.7% | +205.3% | +163.9% |
| 5Y | +268.0% | +31.6% | +236.4% | +195.4% |
| 10Y | +868.2% | +175.3% | +693.0% | +350.5% |
| All | +33,981.5% | +824.9% | +33,156.6% | +8,200.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling