+254.2%
XOM vs APH
+351.1%
-96.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +0.8% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | +5.7% | -3.3% | +9.0% | +5.9% |
| 3M | +6.6% | +14.0% | -7.5% | +4.9% |
| 6M | +7.7% | +24.4% | -16.8% | +4.5% |
| YTD | +36.2% | +21.4% | +14.8% | +31.3% |
| 1Y | +50.5% | +48.9% | +1.6% | +38.9% |
| 3Y | +53.4% | +290.1% | -236.7% | +7.5% |
| 5Y | +254.2% | +352.8% | -98.6% | +124.4% |
| All | +254.2% | +351.1% | -96.9% | +124.4% |
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 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