-40.4%
APTV vs XHB
-9.3%
-31.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.4% |
| 7D | +4.8% | -1.3% | +6.1% | +5.7% |
| 30D | +2.0% | -6.9% | +8.9% | +7.1% |
| 3M | -34.2% | -1.3% | -33.0% | -34.4% |
| 6M | -34.7% | -6.8% | -27.9% | -32.1% |
| YTD | -37.0% | +0.7% | -37.7% | -38.0% |
| 1Y | -40.4% | -11.2% | -29.2% | -37.1% |
| All | -40.4% | -9.3% | -31.1% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling