-18.4%
APTV vs XHB
+215.4%
-233.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.8% |
| 7D | -5.0% | -4.6% | -0.4% | -0.9% |
| 30D | -6.1% | -9.1% | +3.1% | +2.4% |
| 3M | -33.0% | -8.6% | -24.4% | -28.3% |
| 6M | -35.2% | -4.0% | -31.2% | -34.0% |
| YTD | -40.1% | -3.9% | -36.2% | -39.0% |
| 1Y | -45.6% | -16.5% | -29.1% | -37.1% |
| 3Y | -54.4% | +22.6% | -76.9% | -64.8% |
| 5Y | -68.9% | +33.9% | -102.8% | -78.2% |
| All | -18.4% | +215.4% | -233.8% | -73.3% |
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