+24.4%
XLB vs APD
+21.8%
+2.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.2% |
| 7D | -1.4% | -1.6% | +0.2% | -0.8% |
| 30D | +7.1% | +10.6% | -3.5% | +3.9% |
| 3M | +0.6% | +2.5% | -1.9% | -0.2% |
| 6M | +3.5% | +6.0% | -2.5% | +1.8% |
| YTD | +18.2% | +28.4% | -10.2% | +10.5% |
| All | +24.4% | +21.8% | +2.7% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling