+159.6%
XLB vs APA
-0.7%
+160.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.3% |
| 7D | -0.2% | -1.7% | +1.4% | 0.0% |
| 30D | -1.7% | +15.7% | -17.5% | -4.3% |
| 3M | +4.4% | +16.5% | -12.1% | +1.2% |
| 6M | +5.0% | +35.1% | -30.1% | -1.7% |
| YTD | +15.5% | +82.2% | -66.7% | +2.2% |
| 1Y | +14.9% | +102.5% | -87.5% | -0.7% |
| 3Y | +34.5% | +10.3% | +24.2% | +25.6% |
| 5Y | +36.5% | +166.1% | -129.6% | +5.9% |
| 10Y | +159.6% | -4.9% | +164.5% | +95.3% |
| All | +159.6% | -0.7% | +160.3% | +95.3% |
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