+167.7%
XLB vs APA
+0.9%
+166.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -1.4% | -8.7% | +7.4% | +0.1% |
| 30D | +7.1% | -2.4% | +9.5% | +7.3% |
| 3M | +0.6% | +19.0% | -18.4% | -2.8% |
| 6M | +3.5% | +26.8% | -23.3% | -1.7% |
| YTD | +18.2% | +87.3% | -69.1% | +3.8% |
| 1Y | +25.6% | +92.3% | -66.7% | +9.6% |
| 3Y | +46.7% | +37.3% | +9.4% | +31.5% |
| 5Y | +30.9% | +73.2% | -42.3% | +9.3% |
| 10Y | +167.7% | -0.9% | +168.6% | +99.8% |
| All | +167.7% | +0.9% | +166.9% | +99.8% |
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