+167.2%
XLE vs APH
+894.6%
-727.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -1.6% |
| 7D | -12.0% | -5.9% | -6.1% | -10.1% |
| 30D | -2.7% | -14.8% | +12.1% | +2.7% |
| 3M | +6.6% | -12.4% | +19.0% | +10.7% |
| 6M | +9.5% | +8.1% | +1.5% | +1.8% |
| YTD | +40.6% | +10.9% | +29.6% | +23.7% |
| 1Y | +43.6% | +8.8% | +34.8% | +26.7% |
| 3Y | +58.1% | +262.1% | -204.0% | -37.1% |
| 5Y | +152.2% | +283.1% | -130.9% | -7.0% |
| All | +167.2% | +894.6% | -727.4% | -45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling