+844.5%
APH vs XLP
+129.4%
+715.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.8% | -8.6% | -8.8% |
| 7D | -12.7% | +3.5% | -16.2% | -14.9% |
| 30D | -19.2% | +11.6% | -30.7% | -25.5% |
| 3M | -16.7% | +7.6% | -24.3% | -21.5% |
| 6M | +5.1% | +10.0% | -4.9% | -3.7% |
| YTD | +6.6% | +19.7% | -13.2% | -9.0% |
| 1Y | +3.9% | +23.5% | -19.6% | -13.7% |
| 3Y | +246.0% | +44.0% | +202.1% | +143.0% |
| 5Y | +268.0% | +42.7% | +225.3% | +160.7% |
| All | +844.5% | +129.4% | +715.1% | +376.4% |
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