+883.4%
APH vs XLP
+126.4%
+757.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.3% | +5.4% | +4.9% |
| 7D | -5.9% | +0.7% | -6.7% | -6.7% |
| 30D | -14.8% | +10.3% | -25.1% | -21.0% |
| 3M | -12.4% | +6.5% | -19.0% | -17.0% |
| 6M | +8.1% | +8.4% | -0.3% | -0.1% |
| YTD | +10.9% | +18.2% | -7.3% | -4.5% |
| 1Y | +8.8% | +22.4% | -13.7% | -9.3% |
| 3Y | +262.1% | +41.9% | +220.2% | +156.7% |
| 5Y | +283.1% | +40.9% | +242.3% | +173.5% |
| All | +883.4% | +126.4% | +757.0% | +399.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling