+252.4%
XLI vs APH
+1,046.9%
-794.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | +1.0% | +0.2% | +0.8% | +0.8% |
| 30D | -5.8% | -3.3% | -2.5% | -4.5% |
| 3M | +0.7% | +14.0% | -13.3% | -6.8% |
| 6M | +3.2% | +24.4% | -21.3% | -10.0% |
| YTD | +13.0% | +21.4% | -8.4% | -3.0% |
| 1Y | +16.8% | +48.9% | -32.1% | -12.2% |
| 3Y | +72.4% | +290.1% | -217.7% | -33.3% |
| 5Y | +82.8% | +352.8% | -270.0% | -37.5% |
| 10Y | +252.4% | +1,041.3% | -788.8% | -34.3% |
| All | +252.4% | +1,046.9% | -794.5% | -34.3% |
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