+188.5%
XOM vs APH
+938.3%
-749.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.1% |
| 7D | -7.3% | -5.0% | -2.3% | -6.2% |
| 30D | -2.6% | -8.4% | +5.7% | -0.7% |
| 3M | +3.6% | -4.5% | +8.1% | +3.8% |
| 6M | +15.3% | +25.3% | -10.0% | +4.0% |
| YTD | +39.4% | +18.9% | +20.5% | +24.0% |
| 1Y | +43.2% | +11.9% | +31.2% | +29.9% |
| 3Y | +74.9% | +278.0% | -203.0% | -17.2% |
| 5Y | +201.3% | +306.4% | -105.2% | +32.5% |
| 10Y | +188.5% | +955.2% | -766.7% | -22.1% |
| All | +188.5% | +938.3% | -749.8% | -22.1% |
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