+58.1%
XLE vs APH
+258.9%
-200.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.3% |
| 7D | -12.0% | -5.9% | -6.1% | -11.6% |
| 30D | -2.7% | -14.8% | +12.1% | -1.7% |
| 3M | +6.6% | -12.4% | +19.0% | +7.4% |
| 6M | +9.5% | +8.1% | +1.5% | +7.9% |
| YTD | +40.6% | +10.9% | +29.6% | +35.6% |
| 1Y | +43.6% | +8.8% | +34.8% | +38.8% |
| 3Y | +58.1% | +262.1% | -204.0% | +4.5% |
| All | +58.1% | +258.9% | -200.8% | +4.5% |
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