+164.2%
XLB vs APA
+8.7%
+155.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | +0.5% | +8.5% | -8.0% | -0.8% |
| 30D | +5.2% | +2.8% | +2.4% | +4.4% |
| 3M | +0.3% | +21.7% | -21.4% | -3.4% |
| 6M | +1.2% | +32.6% | -31.5% | -4.5% |
| YTD | +16.6% | +103.7% | -87.1% | +1.0% |
| 1Y | +21.4% | +101.8% | -80.4% | +5.2% |
| 3Y | +43.2% | +48.1% | -4.8% | +26.8% |
| 5Y | +28.0% | +91.9% | -63.9% | +5.1% |
| All | +164.2% | +8.7% | +155.4% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling