+148.9%
XLE vs APH
+281.6%
-132.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.6% |
| 7D | -12.0% | -5.9% | -6.1% | -11.2% |
| 30D | -2.7% | -14.8% | +12.1% | -0.7% |
| 3M | +6.6% | -12.4% | +19.0% | +8.2% |
| 6M | +9.5% | +8.1% | +1.5% | +6.5% |
| YTD | +40.6% | +10.9% | +29.6% | +33.1% |
| 1Y | +43.6% | +8.8% | +34.8% | +36.3% |
| 3Y | +58.1% | +262.1% | -204.0% | -3.3% |
| All | +148.9% | +281.6% | -132.7% | +43.0% |
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