+14.0%
XLB vs APTV
-44.1%
+58.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.6% |
| 7D | -3.5% | -1.8% | -1.7% | -3.3% |
| 30D | -4.7% | -7.9% | +3.3% | -3.5% |
| 3M | +2.7% | -29.9% | +32.6% | +8.5% |
| 6M | +2.6% | -36.6% | +39.2% | +10.7% |
| YTD | +12.8% | -40.0% | +52.8% | +22.4% |
| 1Y | +14.0% | -44.0% | +58.0% | +25.6% |
| All | +14.0% | -44.1% | +58.0% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling