+200.7%
XOM vs APH
+280.5%
-79.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | +0.1% |
| 7D | -11.4% | -5.9% | -5.5% | -11.1% |
| 30D | +1.1% | -14.8% | +15.9% | +2.1% |
| 3M | +7.8% | -12.4% | +20.2% | +8.6% |
| 6M | +13.0% | +8.1% | +5.0% | +11.4% |
| YTD | +40.6% | +10.9% | +29.7% | +36.5% |
| 1Y | +49.1% | +8.8% | +40.3% | +45.0% |
| 3Y | +72.9% | +262.1% | -189.2% | +23.5% |
| All | +200.7% | +280.5% | -79.8% | +101.0% |
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