+193.1%
APD vs XHB
+237.3%
-44.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +3.8% | -0.2% | +4.0% | +3.9% |
| 30D | +8.2% | +9.9% | -1.7% | +3.4% |
| 3M | +4.3% | -6.3% | +10.6% | +7.0% |
| 6M | +4.7% | +3.8% | +0.8% | +1.6% |
| YTD | +31.5% | +0.1% | +31.4% | +28.4% |
| 1Y | +23.5% | -0.8% | +24.3% | +21.1% |
| 3Y | +29.1% | +35.6% | -6.5% | +4.6% |
| 5Y | +15.9% | +29.6% | -13.7% | -6.1% |
| All | +193.1% | +237.3% | -44.2% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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