+134.0%
XLC vs APD
+138.4%
-4.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +6.2% | -0.2% | +6.5% | +6.3% |
| 30D | -2.4% | +11.0% | -13.4% | -6.1% |
| 3M | -3.3% | +2.0% | -5.3% | -4.2% |
| 6M | -7.3% | +7.1% | -14.4% | -10.2% |
| YTD | -7.6% | +29.8% | -37.4% | -17.4% |
| 1Y | -3.7% | +24.0% | -27.7% | -12.6% |
| 3Y | +62.9% | +27.2% | +35.8% | +42.0% |
| 5Y | +41.6% | +12.8% | +28.9% | +26.5% |
| All | +134.0% | +138.4% | -4.4% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling