-7.6%
XLI vs APH
+8.4%
-16.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.7% |
| 7D | -2.8% | -5.9% | +3.1% | -1.8% |
| 30D | -3.1% | -14.8% | +11.7% | -0.4% |
| 3M | -11.7% | -12.4% | +0.7% | -9.8% |
| 6M | -7.6% | +8.1% | -15.6% | -8.4% |
| All | -7.6% | +8.4% | -16.0% | -8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling