+78.0%
XLF vs APH
+289.3%
-211.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | 0.0% | +5.0% | -5.0% | -0.8% |
| 30D | +0.2% | -3.9% | +4.1% | +0.7% |
| 3M | +11.7% | +13.0% | -1.3% | +8.8% |
| 6M | +13.8% | +25.2% | -11.4% | +8.2% |
| YTD | +7.0% | +22.9% | -15.9% | +0.6% |
| 1Y | +9.1% | +47.8% | -38.7% | -3.0% |
| All | +78.0% | +289.3% | -211.3% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling