-6.3%
XLC vs APD
+19.3%
-25.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.4% |
| 7D | +4.9% | -3.7% | +8.6% | +4.9% |
| 30D | -5.8% | +9.6% | -15.4% | -5.9% |
| 3M | -5.4% | +1.6% | -7.1% | -5.3% |
| 6M | -10.2% | +2.2% | -12.3% | -9.9% |
| YTD | -10.2% | +25.9% | -36.0% | -11.1% |
| All | -6.3% | +19.3% | -25.7% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling