+1,032.9%
XLI vs APH
+36,037.9%
-35,004.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -1.4% |
| 7D | -2.8% | -5.9% | +3.1% | -0.9% |
| 30D | -3.1% | -14.8% | +11.7% | +2.2% |
| 3M | -11.7% | -12.4% | +0.7% | -8.2% |
| 6M | -7.6% | +8.1% | -15.6% | -12.1% |
| YTD | +5.7% | +10.9% | -5.2% | -2.4% |
| 1Y | +7.8% | +8.8% | -0.9% | 0.0% |
| 3Y | +67.4% | +262.1% | -194.7% | -4.5% |
| 5Y | +64.8% | +283.1% | -218.3% | -8.4% |
| 10Y | +241.2% | +908.1% | -666.9% | +34.5% |
| All | +1,032.9% | +36,037.9% | -35,004.9% | +99.6% |
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