+453.5%
APH vs XLP
+101.8%
+351.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.5% | -47.3% | -47.5% |
| 7D | -48.7% | -0.6% | -48.1% | -48.3% |
| 30D | -51.9% | -0.9% | -51.1% | -51.6% |
| 3M | -43.6% | +3.8% | -47.4% | -45.7% |
| 6M | -37.5% | -1.7% | -35.8% | -37.4% |
| YTD | -38.6% | +10.3% | -48.9% | -43.9% |
| 1Y | -26.3% | +7.8% | -34.1% | -31.8% |
| 3Y | +89.2% | +27.2% | +62.0% | +47.7% |
| 5Y | +119.8% | +32.5% | +87.3% | +65.4% |
| All | +453.5% | +101.8% | +351.8% | +204.8% |
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