+124.6%
XLP vs APA
0.0%
+124.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.4% |
| 7D | +0.7% | -15.5% | +16.2% | +1.6% |
| 30D | +10.3% | +2.4% | +7.9% | +10.0% |
| 3M | +6.5% | +22.8% | -16.3% | +5.1% |
| 6M | +8.4% | +17.9% | -9.6% | +7.0% |
| YTD | +18.2% | +87.7% | -69.5% | +13.2% |
| 1Y | +22.4% | +94.2% | -71.8% | +17.0% |
| 3Y | +41.9% | +27.2% | +14.7% | +37.3% |
| 5Y | +40.9% | +74.1% | -33.3% | +31.9% |
| All | +124.6% | 0.0% | +124.5% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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