+61.0%
XLC vs APA
+24.2%
+36.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.3% |
| 7D | +4.9% | -15.5% | +20.4% | +5.9% |
| 30D | -5.8% | +2.4% | -8.2% | -6.1% |
| 3M | -5.4% | +22.8% | -28.2% | -7.1% |
| 6M | -10.2% | +17.9% | -28.1% | -11.6% |
| YTD | -10.2% | +87.7% | -97.9% | -16.9% |
| 1Y | -5.6% | +94.2% | -99.8% | -13.2% |
| 3Y | +61.0% | +27.2% | +33.8% | +46.8% |
| All | +61.0% | +24.2% | +36.8% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling