-5.8%
XLC vs APTV
-46.4%
+40.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.6% | -1.2% | +3.2% |
| 7D | +1.8% | -1.9% | +3.6% | +1.8% |
| 30D | -6.0% | -1.4% | -4.5% | -5.9% |
| 3M | -6.0% | -9.3% | +3.3% | -5.6% |
| 6M | -9.1% | -27.3% | +18.3% | -8.1% |
| YTD | -10.0% | -43.1% | +33.1% | -7.8% |
| 1Y | -5.8% | -46.5% | +40.7% | -2.4% |
| All | -5.8% | -46.4% | +40.6% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling