+34.9%
XLV vs APH
+343.8%
-308.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.4% |
| 7D | -4.4% | -2.2% | -2.2% | -4.1% |
| 30D | -1.4% | -4.0% | +2.6% | -0.9% |
| 3M | +8.9% | +7.7% | +1.1% | +7.0% |
| 6M | +9.1% | +17.8% | -8.7% | +5.0% |
| YTD | +7.9% | +19.2% | -11.3% | +2.5% |
| 1Y | +22.7% | +35.7% | -13.0% | +12.7% |
| 3Y | +31.9% | +282.9% | -251.0% | -14.2% |
| 5Y | +34.9% | +345.6% | -310.8% | -19.7% |
| All | +34.9% | +343.8% | -308.9% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling