+83.9%
XLI vs APH
+350.9%
-267.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -1.1% | +5.0% | -6.0% | -2.8% |
| 30D | -5.9% | -3.9% | -2.1% | -4.8% |
| 3M | -0.3% | +13.0% | -13.2% | -5.3% |
| 6M | +0.1% | +25.2% | -25.0% | -9.3% |
| YTD | +13.6% | +22.9% | -9.4% | +1.3% |
| 1Y | +17.2% | +47.8% | -30.7% | -4.9% |
| 3Y | +68.2% | +283.0% | -214.8% | -21.5% |
| All | +83.9% | +350.9% | -267.0% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling