+35.0%
XLB vs APTV
-69.9%
+104.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.4% |
| 7D | -2.9% | -1.2% | -1.8% | -2.7% |
| 30D | -3.4% | -10.6% | +7.3% | -0.6% |
| 3M | +1.6% | -35.0% | +36.6% | +13.1% |
| 6M | +3.6% | -38.9% | +42.5% | +16.4% |
| YTD | +14.2% | -41.5% | +55.8% | +29.4% |
| 1Y | +15.6% | -45.8% | +61.4% | +33.7% |
| 3Y | +33.1% | -55.7% | +88.8% | +58.6% |
| 5Y | +35.0% | -70.1% | +105.2% | +70.7% |
| All | +35.0% | -69.9% | +104.9% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling