+224.2%
XLF vs APH
+938.3%
-714.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.9% |
| 7D | +1.9% | -5.0% | +7.0% | +3.6% |
| 30D | +6.5% | -8.4% | +14.9% | +9.4% |
| 3M | +1.2% | -4.5% | +5.7% | +1.4% |
| 6M | +14.6% | +25.3% | -10.7% | -0.9% |
| YTD | +7.7% | +18.9% | -11.2% | -8.1% |
| 1Y | +11.8% | +11.9% | -0.2% | -2.0% |
| 3Y | +80.1% | +278.0% | -197.9% | -30.6% |
| 5Y | +59.0% | +306.4% | -247.4% | -42.9% |
| 10Y | +224.2% | +955.2% | -731.0% | -37.2% |
| All | +224.2% | +938.3% | -714.1% | -37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling