+133.1%
XLC vs APA
+32.3%
+100.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.6% | +2.5% |
| 7D | +7.1% | -8.7% | +15.8% | +8.1% |
| 30D | -2.7% | -2.4% | -0.3% | -2.6% |
| 3M | -3.2% | +19.0% | -22.2% | -5.5% |
| 6M | -7.7% | +26.8% | -34.5% | -10.8% |
| YTD | -8.0% | +87.3% | -95.3% | -16.0% |
| 1Y | -3.1% | +92.3% | -95.3% | -12.0% |
| 3Y | +64.9% | +37.3% | +27.6% | +52.3% |
| 5Y | +39.5% | +73.2% | -33.7% | +22.2% |
| All | +133.1% | +32.3% | +100.8% | +90.3% |
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