+46.7%
XLU vs APA
+11.9%
+34.9%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -1.2% | +0.8% | -2.0% | -1.2% |
| 30D | -2.5% | +9.6% | -12.2% | -3.1% |
| 3M | -2.7% | +18.0% | -20.8% | -3.9% |
| 6M | -7.5% | +41.9% | -49.3% | -10.3% |
| YTD | +0.9% | +86.3% | -85.4% | -4.6% |
| 1Y | +3.3% | +97.9% | -94.6% | -3.2% |
| All | +46.7% | +11.9% | +34.9% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling