+169.4%
XLV vs APH
+1,104.8%
-935.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -1.4% |
| 7D | -3.6% | +1.4% | -4.9% | -3.9% |
| 30D | -1.8% | -1.2% | -0.6% | -1.7% |
| 3M | +7.8% | +10.3% | -2.5% | +3.7% |
| 6M | +9.1% | +25.2% | -16.1% | +0.1% |
| YTD | +7.7% | +24.6% | -16.9% | -2.8% |
| 1Y | +20.4% | +41.4% | -21.0% | +3.0% |
| 3Y | +30.8% | +297.8% | -267.0% | -30.1% |
| 5Y | +34.6% | +366.0% | -331.4% | -34.7% |
| All | +169.4% | +1,104.8% | -935.4% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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