+72.3%
XLC vs APA
+9.3%
+62.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.6% |
| 7D | +0.6% | -1.7% | +2.3% | +0.7% |
| 30D | +0.2% | +15.7% | -15.5% | -0.8% |
| 3M | +0.6% | +16.5% | -15.8% | -0.6% |
| 6M | -4.5% | +35.1% | -39.6% | -7.7% |
| YTD | -4.7% | +82.2% | -86.9% | -11.2% |
| 1Y | -1.7% | +102.5% | -104.1% | -10.0% |
| 3Y | +72.3% | +10.3% | +62.0% | +53.6% |
| All | +72.3% | +9.3% | +62.9% | +53.6% |
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