+226.1%
XLI vs APH
+926.5%
-700.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.4% |
| 7D | +3.8% | +4.9% | -1.1% | +1.3% |
| 30D | +1.0% | -5.4% | +6.4% | +2.9% |
| 3M | -8.9% | -5.5% | -3.5% | -7.7% |
| 6M | -2.3% | +25.9% | -28.2% | -15.6% |
| YTD | +9.7% | +16.4% | -6.7% | -5.1% |
| 1Y | +12.3% | +16.5% | -4.2% | -3.3% |
| 3Y | +71.5% | +270.9% | -199.4% | -32.8% |
| 5Y | +70.2% | +289.5% | -219.3% | -36.7% |
| All | +226.1% | +926.5% | -700.4% | -34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling