+37.7%
XLC vs APD
+27.6%
+10.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -0.8% | -2.2% | +1.4% | -0.2% |
| 30D | +1.0% | +2.1% | -1.0% | +0.5% |
| 3M | -0.7% | +7.2% | -7.9% | -2.9% |
| 6M | -5.1% | +11.2% | -16.4% | -8.5% |
| YTD | -4.3% | +24.4% | -28.7% | -11.1% |
| 1Y | -0.6% | +6.7% | -7.2% | -3.2% |
| 3Y | +72.7% | +9.2% | +63.5% | +64.0% |
| All | +37.7% | +27.6% | +10.1% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling