+297.8%
APH vs XLY
+35.2%
+262.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +3.9% |
| 7D | +1.4% | -1.7% | +3.1% | +2.8% |
| 30D | -1.2% | -4.2% | +2.9% | +2.0% |
| 3M | +10.3% | -2.7% | +12.9% | +12.0% |
| 6M | +25.2% | -0.6% | +25.8% | +25.0% |
| YTD | +24.6% | -5.0% | +29.7% | +29.4% |
| 1Y | +41.4% | -4.1% | +45.5% | +45.2% |
| 3Y | +297.8% | +33.6% | +264.2% | +213.5% |
| All | +297.8% | +35.2% | +262.6% | +213.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling