+77.8%
XLF vs APH
+258.9%
-181.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -1.1% |
| 7D | +1.2% | -5.9% | +7.1% | +1.8% |
| 30D | +6.3% | -14.8% | +21.1% | +8.5% |
| 3M | -0.8% | -12.4% | +11.7% | +0.6% |
| 6M | +11.0% | +8.1% | +3.0% | +8.1% |
| YTD | +5.6% | +10.9% | -5.3% | +0.6% |
| 1Y | +10.8% | +8.8% | +2.0% | +5.8% |
| 3Y | +77.8% | +262.1% | -184.3% | +8.7% |
| All | +77.8% | +258.9% | -181.1% | +8.7% |
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