+65.0%
XLF vs APA
+169.7%
-104.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -2.9% | +0.8% | -3.7% | -3.0% |
| 30D | -1.6% | +9.6% | -11.2% | -3.0% |
| 3M | +9.3% | +18.0% | -8.7% | +6.2% |
| 6M | +14.6% | +41.9% | -27.3% | +7.1% |
| YTD | +4.7% | +86.3% | -81.6% | -7.0% |
| 1Y | +8.6% | +97.9% | -89.2% | -5.1% |
| 3Y | +73.9% | +12.8% | +61.1% | +62.9% |
| 5Y | +65.0% | +177.2% | -112.2% | +20.9% |
| All | +65.0% | +169.7% | -104.7% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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