+158.8%
XLB vs APTV
-15.8%
+174.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -2.0% |
| 7D | -3.5% | -1.8% | -1.7% | -3.1% |
| 30D | -4.7% | -7.9% | +3.3% | -2.4% |
| 3M | +2.7% | -29.9% | +32.6% | +13.3% |
| 6M | +2.6% | -36.6% | +39.2% | +15.4% |
| YTD | +12.8% | -40.0% | +52.8% | +28.6% |
| 1Y | +14.0% | -44.0% | +58.0% | +32.5% |
| 3Y | +31.5% | -54.5% | +86.0% | +57.5% |
| 5Y | +33.4% | -68.8% | +102.2% | +74.2% |
| All | +158.8% | -15.8% | +174.7% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded APTV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling