+68.7%
XLC vs APTV
-56.4%
+125.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.0% | -0.2% |
| 7D | -1.4% | -1.2% | -0.3% | -1.3% |
| 30D | -0.9% | -10.6% | +9.7% | +0.8% |
| 3M | -0.3% | -35.0% | +34.7% | +6.4% |
| 6M | -5.2% | -38.9% | +33.7% | +1.9% |
| YTD | -5.3% | -41.5% | +36.2% | +2.2% |
| 1Y | -2.8% | -45.8% | +43.0% | +6.4% |
| All | +68.7% | -56.4% | +125.1% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling