+669.9%
APH vs XLC
+135.2%
+534.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.2% |
| 7D | -5.0% | +6.2% | -11.3% | -9.4% |
| 30D | -8.4% | -2.4% | -6.0% | -6.7% |
| 3M | -4.5% | -3.3% | -1.2% | -2.6% |
| 6M | +25.3% | -7.3% | +32.6% | +31.2% |
| YTD | +18.9% | -7.6% | +26.5% | +25.0% |
| 1Y | +11.9% | -3.7% | +15.6% | +13.9% |
| 3Y | +278.0% | +62.9% | +215.0% | +156.0% |
| 5Y | +306.4% | +41.6% | +264.8% | +204.4% |
| All | +669.9% | +135.2% | +534.7% | +249.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling