+22.4%
XLP vs APA
+98.8%
-76.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.3% |
| 7D | +0.7% | -15.5% | +16.2% | +0.7% |
| 30D | +10.3% | +2.4% | +7.9% | +10.0% |
| 3M | +6.5% | +22.8% | -16.3% | +6.2% |
| 6M | +8.4% | +17.9% | -9.6% | +8.0% |
| YTD | +18.2% | +87.7% | -69.5% | +12.0% |
| 1Y | +22.4% | +94.2% | -71.8% | +16.1% |
| All | +22.4% | +98.8% | -76.4% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling