+33,981.5%
APH vs XLP
+577.3%
+33,404.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.8% | -8.6% | -8.8% |
| 7D | -12.7% | +3.5% | -16.2% | -15.2% |
| 30D | -19.2% | +11.6% | -30.7% | -26.2% |
| 3M | -16.7% | +7.6% | -24.3% | -22.1% |
| 6M | +5.1% | +10.0% | -4.9% | -4.5% |
| YTD | +6.6% | +19.7% | -13.2% | -9.6% |
| 1Y | +3.9% | +23.5% | -19.6% | -14.2% |
| 3Y | +246.0% | +44.0% | +202.1% | +146.8% |
| 5Y | +268.0% | +42.7% | +225.3% | +165.0% |
| 10Y | +868.2% | +131.3% | +736.9% | +378.5% |
| All | +33,981.5% | +577.3% | +33,404.2% | +8,140.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling