+235.2%
XLI vs APH
+978.7%
-743.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.2% | -4.4% | 0.0% |
| 7D | -0.5% | +1.1% | -1.6% | -1.4% |
| 30D | -0.2% | -7.5% | +7.3% | +2.8% |
| 3M | -8.6% | -4.4% | -4.1% | -7.8% |
| 6M | -2.0% | +26.5% | -28.5% | -15.5% |
| YTD | +9.7% | +20.0% | -10.3% | -6.3% |
| 1Y | +11.4% | +16.9% | -5.5% | -4.1% |
| 3Y | +74.2% | +288.5% | -214.3% | -33.3% |
| 5Y | +70.0% | +310.3% | -240.3% | -38.5% |
| 10Y | +235.2% | +951.3% | -716.0% | -32.8% |
| All | +235.2% | +978.7% | -743.4% | -32.8% |
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