+925.7%
XLV vs APH
+39,943.7%
-39,018.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | +0.2% | +5.0% | -4.8% | -1.0% |
| 30D | +4.4% | -3.9% | +8.3% | +5.2% |
| 3M | +13.2% | +13.0% | +0.3% | +8.9% |
| 6M | +10.1% | +25.2% | -15.0% | +2.6% |
| YTD | +11.7% | +22.9% | -11.2% | +3.4% |
| 1Y | +26.9% | +47.8% | -20.9% | +11.6% |
| 3Y | +35.0% | +283.0% | -248.0% | -9.4% |
| 5Y | +35.9% | +349.7% | -313.8% | -13.3% |
| 10Y | +179.0% | +1,061.2% | -882.2% | +39.8% |
| All | +925.7% | +39,943.7% | -39,018.1% | +146.4% |
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