+12.3%
XLI vs APH
+16.5%
-4.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.2% | +5.1% | 0.0% |
| 7D | +0.6% | -2.4% | +3.0% | +1.0% |
| 30D | -0.4% | -9.5% | +9.1% | +1.2% |
| 3M | -8.8% | -7.6% | -1.2% | -7.8% |
| 6M | -0.4% | +12.4% | -12.8% | -2.8% |
| YTD | +10.1% | +17.5% | -7.4% | +3.7% |
| 1Y | +12.3% | +16.4% | -4.1% | +5.7% |
| All | +12.3% | +16.5% | -4.2% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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