+72.4%
XLI vs APA
+9.3%
+63.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.7% |
| 7D | +1.0% | -1.7% | +2.7% | +1.1% |
| 30D | -5.8% | +15.7% | -21.5% | -7.3% |
| 3M | +0.7% | +16.5% | -15.8% | -1.1% |
| 6M | +3.2% | +35.1% | -31.9% | -2.0% |
| YTD | +13.0% | +82.2% | -69.2% | +1.9% |
| 1Y | +16.8% | +102.5% | -85.7% | +2.7% |
| 3Y | +72.4% | +10.3% | +62.1% | +55.8% |
| All | +72.4% | +9.3% | +63.1% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling