+127.5%
XLC vs APD
+131.2%
-3.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.0% |
| 7D | +4.9% | -3.7% | +8.6% | +6.3% |
| 30D | -5.8% | +9.6% | -15.4% | -9.0% |
| 3M | -5.4% | +1.6% | -7.1% | -6.2% |
| 6M | -10.2% | +2.2% | -12.3% | -11.4% |
| YTD | -10.2% | +25.9% | -36.0% | -18.7% |
| 1Y | -5.6% | +20.1% | -25.8% | -13.4% |
| 3Y | +61.0% | +12.4% | +48.6% | +47.1% |
| 5Y | +35.2% | +11.1% | +24.1% | +21.2% |
| All | +127.5% | +131.2% | -3.7% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling