+18,192.5%
APH vs XLB
+822.6%
+17,369.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.5% | -47.3% | -47.4% |
| 7D | -48.7% | -1.5% | -47.2% | -47.9% |
| 30D | -51.9% | -0.4% | -51.6% | -51.7% |
| 3M | -43.6% | +2.0% | -45.5% | -44.4% |
| 6M | -37.5% | +1.8% | -39.4% | -38.4% |
| YTD | -38.6% | +16.6% | -55.2% | -45.5% |
| 1Y | -26.3% | +16.9% | -43.3% | -34.9% |
| 3Y | +89.2% | +32.6% | +56.7% | +51.9% |
| 5Y | +119.8% | +35.6% | +84.2% | +73.7% |
| 10Y | +454.3% | +160.0% | +294.2% | +170.4% |
| All | +18,192.5% | +822.6% | +17,369.9% | +4,392.3% |
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