+663.7%
APH vs XLC
+137.1%
+526.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.4% |
| 7D | +0.4% | +3.5% | -3.1% | -2.1% |
| 30D | -8.0% | -2.6% | -5.4% | -6.2% |
| 3M | -5.0% | -2.1% | -2.9% | -4.1% |
| 6M | +29.9% | -5.5% | +35.4% | +33.9% |
| YTD | +18.0% | -6.9% | +24.9% | +23.2% |
| 1Y | +11.3% | -3.7% | +15.1% | +13.3% |
| 3Y | +274.9% | +64.2% | +210.7% | +152.4% |
| 5Y | +300.6% | +43.0% | +257.6% | +197.8% |
| All | +663.7% | +137.1% | +526.7% | +245.0% |
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