+415.6%
XLF vs APH
+36,037.9%
-35,622.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -2.2% |
| 7D | +1.2% | -5.9% | +7.1% | +3.1% |
| 30D | +6.3% | -14.8% | +21.1% | +12.3% |
| 3M | -0.8% | -12.4% | +11.7% | +3.0% |
| 6M | +11.0% | +8.1% | +3.0% | +4.1% |
| YTD | +5.6% | +10.9% | -5.3% | -4.6% |
| 1Y | +10.8% | +8.8% | +2.0% | +0.4% |
| 3Y | +77.8% | +262.1% | -184.3% | -7.0% |
| 5Y | +55.6% | +283.1% | -227.5% | -21.0% |
| 10Y | +252.5% | +908.1% | -655.6% | +20.7% |
| All | +415.6% | +36,037.9% | -35,622.2% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling