+345.6%
APH vs XLY
+26.1%
+319.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -2.2% | -3.9% | +1.6% | +0.6% |
| 30D | -4.0% | -6.1% | +2.1% | +0.2% |
| 3M | +7.7% | -1.2% | +8.9% | +8.0% |
| 6M | +17.8% | -1.8% | +19.6% | +18.8% |
| YTD | +19.2% | -5.9% | +25.0% | +24.1% |
| 1Y | +35.7% | -3.1% | +38.8% | +38.1% |
| 3Y | +282.9% | +36.0% | +246.9% | +207.0% |
| 5Y | +345.6% | +27.6% | +318.1% | +252.0% |
| All | +345.6% | +26.1% | +319.5% | +252.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling