+134.0%
XLC vs APA
+34.0%
+100.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | +6.2% | -5.5% | +11.8% | +6.9% |
| 30D | -2.4% | -1.2% | -1.2% | -2.4% |
| 3M | -3.3% | +10.6% | -13.9% | -4.8% |
| 6M | -7.3% | +28.4% | -35.7% | -10.6% |
| YTD | -7.6% | +89.7% | -97.4% | -15.9% |
| 1Y | -3.7% | +90.6% | -94.3% | -12.4% |
| 3Y | +62.9% | +36.9% | +26.0% | +50.5% |
| 5Y | +41.6% | +83.2% | -41.6% | +23.2% |
| All | +134.0% | +34.0% | +100.0% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling