-29.0%
APTV vs XLRE
+107.7%
-136.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +3.4% |
| 7D | -1.8% | -2.7% | +0.9% | +0.5% |
| 30D | -7.9% | -2.3% | -5.6% | -6.0% |
| 3M | -29.9% | -3.5% | -26.4% | -28.0% |
| 6M | -36.6% | +1.9% | -38.4% | -38.1% |
| YTD | -40.0% | +8.3% | -48.3% | -44.6% |
| 1Y | -44.0% | +6.4% | -50.4% | -47.5% |
| 3Y | -54.5% | +30.2% | -84.8% | -64.5% |
| 5Y | -68.8% | +8.6% | -77.4% | -71.3% |
| 10Y | -16.9% | +87.4% | -104.3% | -47.4% |
| All | -29.0% | +107.7% | -136.8% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling