+173.9%
XLE vs APH
+950.8%
-777.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | -0.2% | +0.4% | -0.6% | -0.7% |
| 30D | -4.0% | -8.0% | +4.0% | -1.6% |
| 3M | +4.6% | -5.0% | +9.6% | +5.1% |
| 6M | +12.3% | +29.9% | -17.6% | -3.4% |
| YTD | +44.5% | +18.0% | +26.6% | +24.1% |
| 1Y | +42.4% | +11.3% | +31.1% | +25.2% |
| 3Y | +67.0% | +274.9% | -207.9% | -34.0% |
| 5Y | +161.9% | +300.6% | -138.7% | -4.5% |
| 10Y | +173.9% | +944.2% | -770.4% | -45.1% |
| All | +173.9% | +950.8% | -777.0% | -45.1% |
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