-26.3%
APH vs XLY
-0.5%
-25.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.4% | -46.3% | -46.5% |
| 7D | -48.7% | -0.8% | -47.9% | -47.7% |
| 30D | -51.9% | -3.1% | -48.8% | -50.2% |
| 3M | -43.6% | -1.8% | -41.7% | -42.0% |
| 6M | -37.5% | -0.9% | -36.7% | -36.9% |
| YTD | -38.6% | -3.4% | -35.3% | -36.8% |
| 1Y | -26.3% | -1.5% | -24.8% | -24.5% |
| All | -26.3% | -0.5% | -25.9% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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