+149.7%
XBI vs APD
+166.7%
-16.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -4.6% | -3.3% | -1.4% | -3.3% |
| 30D | -2.0% | -4.2% | +2.2% | -0.4% |
| 3M | +17.8% | +5.4% | +12.4% | +14.6% |
| 6M | +23.7% | +6.3% | +17.5% | +19.6% |
| YTD | +28.2% | +20.3% | +7.9% | +17.0% |
| 1Y | +64.0% | +1.6% | +62.4% | +60.1% |
| 3Y | +99.4% | +4.0% | +95.4% | +87.5% |
| 5Y | +19.3% | +23.3% | -4.0% | +0.9% |
| All | +149.7% | +166.7% | -16.9% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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