+48.3%
XLE vs APH
-25.2%
+73.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -47.8% | +47.9% | -1.5% |
| 7D | +2.8% | -48.7% | +51.5% | +1.0% |
| 30D | +11.8% | -51.9% | +63.7% | +9.3% |
| 3M | +9.8% | -43.6% | +53.4% | +8.5% |
| 6M | +15.6% | -37.5% | +53.1% | +15.1% |
| YTD | +45.3% | -38.6% | +83.9% | +42.5% |
| 1Y | +48.3% | -26.3% | +74.6% | +40.9% |
| All | +48.3% | -25.2% | +73.5% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 1y: compounded portfolio wealth divided by compounded APH 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…
1y analysis · Full analysis span regression · 6 months rolling