+14.1%
XLI vs APA
+111.4%
-97.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.8% |
| 7D | -2.3% | +0.8% | -3.1% | -2.2% |
| 30D | -8.2% | +9.6% | -17.8% | -7.5% |
| 3M | +0.8% | +18.0% | -17.2% | +2.2% |
| 6M | +0.8% | +41.9% | -41.0% | +0.3% |
| YTD | +10.5% | +86.3% | -75.8% | +7.6% |
| 1Y | +14.1% | +97.9% | -83.7% | +11.1% |
| All | +14.1% | +111.4% | -97.3% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling