+45.4%
XLB vs APTV
-47.9%
+93.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -1.6% | -8.9% | +7.3% | +0.3% |
| 30D | +7.2% | -9.5% | +16.7% | +9.5% |
| 3M | 0.0% | -20.6% | +20.6% | +4.8% |
| 6M | +2.3% | -28.9% | +31.2% | +8.5% |
| YTD | +18.4% | -48.2% | +66.6% | +34.7% |
| 1Y | +23.3% | -51.7% | +75.0% | +42.6% |
| All | +45.4% | -47.9% | +93.2% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling