+80.9%
XLI vs APA
+177.1%
-96.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -1.9% |
| 7D | -0.6% | +0.3% | -0.9% | -0.6% |
| 30D | -6.9% | +9.3% | -16.3% | -8.2% |
| 3M | -1.9% | +23.3% | -25.3% | -5.2% |
| 6M | +1.0% | +39.5% | -38.5% | -5.3% |
| YTD | +11.3% | +87.6% | -76.3% | -1.1% |
| 1Y | +15.8% | +114.2% | -98.4% | -0.1% |
| 3Y | +69.8% | +13.6% | +56.2% | +57.8% |
| 5Y | +80.9% | +175.6% | -94.7% | +40.7% |
| All | +80.9% | +177.1% | -96.2% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling