+205.4%
XOM vs APH
+926.5%
-721.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.0% |
| 7D | +2.8% | +4.9% | -2.0% | +1.3% |
| 30D | -3.6% | -5.4% | +1.8% | -2.6% |
| 3M | +8.2% | -5.5% | +13.7% | +8.8% |
| 6M | +14.0% | +25.9% | -11.9% | +2.7% |
| YTD | +44.6% | +16.4% | +28.2% | +29.4% |
| 1Y | +47.8% | +16.5% | +31.3% | +31.5% |
| 3Y | +79.6% | +270.9% | -191.3% | -14.7% |
| 5Y | +214.3% | +289.5% | -75.2% | +41.0% |
| All | +205.4% | +926.5% | -721.0% | -16.6% |
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