+11.9%
APH vs XLC
-3.3%
+15.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -5.0% | +6.2% | -11.3% | -6.6% |
| 30D | -8.4% | -2.4% | -6.0% | -7.5% |
| 3M | -4.5% | -3.3% | -1.2% | -3.6% |
| 6M | +25.3% | -7.3% | +32.6% | +34.0% |
| YTD | +18.9% | -7.6% | +26.5% | +26.5% |
| 1Y | +11.9% | -3.7% | +15.6% | +11.6% |
| All | +11.9% | -3.3% | +15.3% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling