+329.2%
XLB vs APTV
+138.1%
+191.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | +0.5% | -1.7% | +2.3% | +1.1% |
| 30D | +5.2% | -11.6% | +16.7% | +9.2% |
| 3M | +0.3% | -21.2% | +21.5% | +7.8% |
| 6M | +1.2% | -28.5% | +29.7% | +10.3% |
| YTD | +16.6% | -49.1% | +65.7% | +40.7% |
| 1Y | +21.4% | -52.2% | +73.6% | +49.4% |
| 3Y | +43.2% | -48.6% | +91.8% | +65.2% |
| 5Y | +28.0% | -77.3% | +105.3% | +88.0% |
| 10Y | +164.8% | -26.9% | +191.6% | +133.3% |
| All | +329.2% | +138.1% | +191.1% | +105.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling