+25.2%
APH vs XLC
-4.3%
+29.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-03-04 to 2026-09-04.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | +5.0% | -0.8% | +5.8% | +5.1% |
| 30D | -3.9% | +1.0% | -4.9% | -4.1% |
| 3M | +13.0% | -0.7% | +13.7% | +16.9% |
| 6M | +25.2% | -5.1% | +30.3% | +38.2% |
| All | +25.2% | -4.3% | +29.5% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 2026-03-04 to 2026-09-04: compounded portfolio wealth divided by compounded XLC 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…
2026-03-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling