+169.4%
XLV vs APA
-2.4%
+171.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -3.6% | +4.6% | -8.1% | -3.9% |
| 30D | -1.8% | +11.9% | -13.7% | -2.8% |
| 3M | +7.8% | +22.5% | -14.7% | +5.8% |
| 6M | +9.1% | +37.5% | -28.4% | +5.6% |
| YTD | +7.7% | +87.2% | -79.4% | +1.4% |
| 1Y | +20.4% | +101.4% | -81.0% | +12.3% |
| 3Y | +30.8% | +16.9% | +13.9% | +25.8% |
| 5Y | +34.6% | +178.4% | -143.8% | +17.2% |
| All | +169.4% | -2.4% | +171.7% | +127.8% |
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