+253.1%
XLF vs APH
+1,052.3%
-799.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -0.8% |
| 7D | +0.2% | +0.2% | 0.0% | +0.1% |
| 30D | -0.5% | -3.3% | +2.8% | +0.6% |
| 3M | +10.6% | +14.0% | -3.4% | +2.4% |
| 6M | +14.3% | +24.4% | -10.1% | -0.2% |
| YTD | +5.5% | +21.4% | -15.9% | -9.5% |
| 1Y | +9.6% | +48.9% | -39.4% | -17.5% |
| 3Y | +75.2% | +290.1% | -214.9% | -32.5% |
| 5Y | +65.5% | +352.8% | -287.3% | -43.8% |
| All | +253.1% | +1,052.3% | -799.2% | -36.3% |
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