-69.3%
APTV vs XLRE
+8.4%
-77.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.1% |
| 7D | -5.0% | -1.2% | -3.9% | -4.0% |
| 30D | -6.1% | -2.4% | -3.7% | -4.0% |
| 3M | -33.0% | -2.5% | -30.5% | -31.7% |
| 6M | -35.2% | +4.0% | -39.2% | -38.2% |
| YTD | -40.1% | +9.3% | -49.4% | -45.6% |
| 1Y | -45.6% | +5.6% | -51.2% | -49.0% |
| 3Y | -54.4% | +31.3% | -85.6% | -65.5% |
| All | -69.3% | +8.4% | -77.7% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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