+1,034.1%
XLV vs APH
+37,801.4%
-36,767.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +1.0% |
| 7D | +2.2% | +4.9% | -2.7% | +1.0% |
| 30D | +8.6% | -5.4% | +14.0% | +9.4% |
| 3M | +12.6% | -5.5% | +18.0% | +13.0% |
| 6M | +29.8% | +25.9% | +3.9% | +20.4% |
| YTD | +23.5% | +16.4% | +7.1% | +15.0% |
| 1Y | +25.7% | +16.5% | +9.2% | +16.8% |
| 3Y | +56.3% | +270.9% | -214.5% | +5.0% |
| 5Y | +53.1% | +289.5% | -236.4% | +0.6% |
| 10Y | +216.7% | +930.0% | -713.3% | +61.9% |
| All | +1,034.1% | +37,801.4% | -36,767.4% | +173.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling