+640.9%
XLU vs APA
+585.3%
+55.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.1% | -1.5% |
| 7D | +0.6% | +0.3% | +0.3% | +0.6% |
| 30D | -0.4% | +9.3% | -9.8% | -1.6% |
| 3M | -1.7% | +23.3% | -25.1% | -4.5% |
| 6M | -7.1% | +39.5% | -46.6% | -11.6% |
| YTD | +1.9% | +87.6% | -85.7% | -6.7% |
| 1Y | +6.1% | +114.2% | -108.1% | -4.9% |
| 3Y | +48.8% | +13.6% | +35.2% | +41.3% |
| 5Y | +43.8% | +175.6% | -131.8% | +17.3% |
| 10Y | +143.2% | -2.6% | +145.8% | +97.1% |
| All | +640.9% | +585.3% | +55.6% | +362.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling