+283.5%
APH vs XLP
+45.0%
+238.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.4% | -9.5% | -5.1% |
| 7D | -2.4% | +5.9% | -8.3% | -0.7% |
| 30D | -9.5% | +13.5% | -22.9% | -6.7% |
| 3M | -7.6% | +8.4% | -16.0% | -5.4% |
| 6M | +12.4% | +11.5% | +0.8% | +15.1% |
| YTD | +17.5% | +20.6% | -3.1% | +20.3% |
| 1Y | +16.4% | +24.3% | -7.9% | +18.9% |
| All | +283.5% | +45.0% | +238.5% | +272.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling