+27.6%
APD vs XHB
+40.6%
-13.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -1.3% |
| 7D | -2.2% | -1.3% | -0.9% | -1.8% |
| 30D | +2.1% | -6.9% | +9.0% | +4.8% |
| 3M | +7.2% | -1.3% | +8.4% | +7.0% |
| 6M | +11.2% | -6.8% | +18.0% | +13.1% |
| YTD | +24.4% | +0.7% | +23.7% | +21.8% |
| 1Y | +6.7% | -11.2% | +17.9% | +10.3% |
| 3Y | +9.2% | +25.3% | -16.1% | -6.3% |
| All | +27.6% | +40.6% | -13.0% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling