+253.9%
XLI vs APA
-2.4%
+256.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | -1.7% | +4.6% | -6.2% | -2.4% |
| 30D | -7.3% | +11.9% | -19.2% | -9.1% |
| 3M | -1.3% | +22.5% | -23.8% | -5.1% |
| 6M | +2.2% | +37.5% | -35.3% | -4.5% |
| YTD | +11.7% | +87.2% | -75.4% | -1.5% |
| 1Y | +14.3% | +101.4% | -87.2% | -1.1% |
| 3Y | +70.3% | +16.9% | +53.4% | +57.4% |
| 5Y | +82.3% | +178.4% | -96.1% | +38.9% |
| All | +253.9% | -2.4% | +256.3% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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