+1,090.8%
XLI vs APH
+38,324.7%
-37,233.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | +0.9% | +0.4% | +0.5% | +0.6% |
| 30D | +1.1% | -8.0% | +9.1% | +3.6% |
| 3M | -7.7% | -5.0% | -2.7% | -6.8% |
| 6M | -1.8% | +29.9% | -31.7% | -12.7% |
| YTD | +11.1% | +18.0% | -6.9% | +0.3% |
| 1Y | +12.1% | +11.3% | +0.8% | +3.1% |
| 3Y | +73.8% | +274.9% | -201.1% | -2.1% |
| 5Y | +73.8% | +300.6% | -226.8% | -5.0% |
| 10Y | +231.7% | +944.2% | -712.5% | +28.9% |
| All | +1,090.8% | +38,324.7% | -37,233.9% | +105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling