+285.6%
APH vs XLC
+72.9%
+212.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.8% |
| 7D | +5.0% | -0.8% | +5.8% | +5.6% |
| 30D | -3.9% | +1.0% | -4.9% | -4.9% |
| 3M | +13.0% | -0.7% | +13.7% | +12.9% |
| 6M | +25.2% | -5.1% | +30.3% | +30.5% |
| YTD | +22.9% | -4.3% | +27.2% | +27.0% |
| 1Y | +47.8% | -0.6% | +48.4% | +47.2% |
| All | +285.6% | +72.9% | +212.8% | +162.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling