+1,117.4%
XLI vs APA
+553.7%
+563.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.1% |
| 7D | -1.1% | +0.5% | -1.6% | -1.2% |
| 30D | -5.9% | +23.4% | -29.3% | -10.3% |
| 3M | -0.3% | +12.7% | -13.0% | -3.5% |
| 6M | +0.1% | +39.4% | -39.3% | -8.5% |
| YTD | +13.6% | +79.0% | -65.4% | -2.0% |
| 1Y | +17.2% | +88.8% | -71.6% | -0.8% |
| 3Y | +68.2% | +6.4% | +61.8% | +55.6% |
| 5Y | +80.7% | +153.0% | -72.3% | +30.5% |
| 10Y | +253.3% | +7.5% | +245.7% | +144.6% |
| All | +1,117.4% | +553.7% | +563.7% | +547.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling