+122.9%
APH vs XLP
+32.7%
+90.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.5% | -47.3% | -47.6% |
| 7D | -48.7% | -0.6% | -48.1% | -48.5% |
| 30D | -51.9% | -0.9% | -51.1% | -51.7% |
| 3M | -43.6% | +3.8% | -47.4% | -45.0% |
| 6M | -37.5% | -1.7% | -35.8% | -37.3% |
| YTD | -38.6% | +10.3% | -48.9% | -42.5% |
| 1Y | -26.3% | +7.8% | -34.1% | -30.2% |
| 3Y | +89.2% | +27.2% | +62.0% | +52.5% |
| All | +122.9% | +32.7% | +90.1% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling