+217.7%
XLF vs APH
+926.5%
-708.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.5% |
| 7D | +2.7% | +4.9% | -2.2% | +0.5% |
| 30D | +7.6% | -5.4% | +13.0% | +9.0% |
| 3M | +1.1% | -5.5% | +6.5% | +1.7% |
| 6M | +15.9% | +25.9% | -10.0% | 0.0% |
| YTD | +8.4% | +16.4% | -7.9% | -6.7% |
| 1Y | +12.5% | +16.5% | -4.0% | -3.8% |
| 3Y | +81.6% | +270.9% | -189.3% | -29.5% |
| 5Y | +59.3% | +289.5% | -230.2% | -41.4% |
| All | +217.7% | +926.5% | -708.8% | -38.5% |
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