+589.9%
APH vs XLC
+127.8%
+462.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.7% | -8.9% |
| 7D | -12.7% | +3.1% | -15.8% | -14.8% |
| 30D | -19.2% | -6.5% | -12.6% | -15.1% |
| 3M | -16.7% | -5.6% | -11.1% | -13.6% |
| 6M | +5.1% | -9.2% | +14.4% | +11.7% |
| YTD | +6.6% | -10.6% | +17.1% | +14.6% |
| 1Y | +3.9% | -6.9% | +10.8% | +8.3% |
| 3Y | +246.0% | +59.9% | +186.1% | +137.5% |
| 5Y | +268.0% | +34.7% | +233.3% | +186.6% |
| All | +589.9% | +127.8% | +462.1% | +221.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling