+1,059.7%
APH vs XLP
+101.8%
+958.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.4% |
| 7D | +5.0% | -1.0% | +6.0% | +5.7% |
| 30D | -3.9% | -0.9% | -3.0% | -3.5% |
| 3M | +13.0% | +3.8% | +9.2% | +8.4% |
| 6M | +25.2% | -1.7% | +26.9% | +25.0% |
| YTD | +22.9% | +10.3% | +12.7% | +11.9% |
| 1Y | +47.8% | +7.8% | +40.0% | +36.4% |
| 3Y | +283.0% | +27.2% | +255.8% | +198.1% |
| 5Y | +349.7% | +32.5% | +317.1% | +237.3% |
| All | +1,059.7% | +101.8% | +958.0% | +536.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded XLP 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling