+67.4%
XLF vs APH
+350.9%
-283.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | 0.0% | +5.0% | -5.0% | -1.3% |
| 30D | +0.2% | -3.9% | +4.1% | +1.1% |
| 3M | +11.7% | +13.0% | -1.3% | +6.7% |
| 6M | +13.8% | +25.2% | -11.4% | +4.4% |
| YTD | +7.0% | +22.9% | -15.9% | -3.3% |
| 1Y | +9.1% | +47.8% | -38.7% | -9.5% |
| 3Y | +75.6% | +283.0% | -207.4% | -14.3% |
| All | +67.4% | +350.9% | -283.4% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling