+54.6%
XLE vs APH
+89.1%
-34.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -47.8% | +47.9% | +2.3% |
| 7D | +2.8% | -48.7% | +51.5% | +5.2% |
| 30D | +11.8% | -51.9% | +63.7% | +14.8% |
| 3M | +9.8% | -43.6% | +53.4% | +10.9% |
| 6M | +15.6% | -37.5% | +53.1% | +15.0% |
| YTD | +45.3% | -38.6% | +83.9% | +42.7% |
| 1Y | +48.3% | -26.3% | +74.6% | +38.9% |
| All | +54.6% | +89.1% | -34.5% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling