+218.0%
XLE vs APH
+120.4%
+97.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -47.8% | +47.9% | +5.3% |
| 7D | +2.8% | -48.7% | +51.5% | +8.5% |
| 30D | +11.8% | -51.9% | +63.7% | +19.0% |
| 3M | +9.8% | -43.6% | +53.4% | +13.1% |
| 6M | +15.6% | -37.5% | +53.1% | +15.8% |
| YTD | +45.3% | -38.6% | +83.9% | +43.6% |
| 1Y | +48.3% | -26.3% | +74.6% | +37.8% |
| 3Y | +55.4% | +89.2% | -33.8% | +0.1% |
| All | +218.0% | +120.4% | +97.6% | +82.9% |
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