+328.9%
XLB vs APTV
+194.6%
+134.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -1.3% |
| 7D | -1.4% | +4.8% | -6.2% | -2.9% |
| 30D | -0.4% | +2.0% | -2.4% | -1.2% |
| 3M | +2.0% | -34.2% | +36.2% | +15.4% |
| 6M | +1.8% | -34.7% | +36.5% | +14.1% |
| YTD | +16.6% | -37.0% | +53.6% | +31.7% |
| 1Y | +16.9% | -40.4% | +57.3% | +34.2% |
| 3Y | +32.6% | -54.1% | +86.7% | +59.7% |
| 5Y | +35.6% | -68.0% | +103.7% | +77.8% |
| 10Y | +160.0% | -15.5% | +175.5% | +119.7% |
| All | +328.9% | +194.6% | +134.4% | +92.7% |
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 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