+8.8%
APH vs XLP
+22.3%
-13.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.3% | +5.4% | +3.2% |
| 7D | -5.9% | +0.7% | -6.7% | -5.2% |
| 30D | -14.8% | +10.3% | -25.1% | -9.2% |
| 3M | -12.4% | +6.5% | -19.0% | -8.2% |
| 6M | +8.1% | +8.4% | -0.3% | +14.1% |
| YTD | +10.9% | +18.2% | -7.3% | +24.3% |
| 1Y | +8.8% | +22.4% | -13.7% | +25.2% |
| All | +8.8% | +22.3% | -13.5% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling