+136.8%
XLP vs APA
+4.1%
+132.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | +0.3% |
| 7D | -0.5% | +5.1% | -5.6% | -0.8% |
| 30D | +8.3% | +0.3% | +8.0% | +8.2% |
| 3M | +8.7% | +15.6% | -7.0% | +7.6% |
| 6M | +11.2% | +28.9% | -17.7% | +9.3% |
| YTD | +20.0% | +96.6% | -76.6% | +14.6% |
| 1Y | +21.3% | +95.5% | -74.2% | +15.9% |
| 3Y | +43.8% | +41.8% | +2.0% | +38.3% |
| 5Y | +43.3% | +85.4% | -42.1% | +33.7% |
| 10Y | +136.8% | +4.5% | +132.2% | +109.5% |
| All | +136.8% | +4.1% | +132.6% | +109.5% |
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