+282.2%
APH vs XLC
+34.6%
+247.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +3.8% |
| 7D | -5.9% | +4.9% | -10.8% | -9.1% |
| 30D | -14.8% | -5.8% | -9.0% | -11.3% |
| 3M | -12.4% | -5.4% | -7.0% | -9.5% |
| 6M | +8.1% | -10.2% | +18.2% | +15.4% |
| YTD | +10.9% | -10.2% | +21.1% | +18.5% |
| 1Y | +8.8% | -5.6% | +14.4% | +12.0% |
| 3Y | +262.1% | +61.0% | +201.1% | +158.4% |
| All | +282.2% | +34.6% | +247.6% | +202.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling