+152.2%
XLE vs APH
+274.6%
-122.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.3% | +6.4% | -1.6% |
| 7D | -10.3% | -12.7% | +2.4% | -8.6% |
| 30D | -3.3% | -19.2% | +15.8% | -0.5% |
| 3M | +8.2% | -16.7% | +24.9% | +10.7% |
| 6M | +5.0% | +5.1% | -0.1% | +2.5% |
| YTD | +40.6% | +6.6% | +34.0% | +33.9% |
| 1Y | +45.0% | +3.9% | +41.1% | +38.7% |
| 3Y | +56.3% | +246.0% | -189.7% | -3.6% |
| 5Y | +152.2% | +268.0% | -115.8% | +44.5% |
| All | +152.2% | +274.6% | -122.4% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling