+40.7%
XLC vs APTV
-77.5%
+118.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +3.7% | -1.7% | +5.5% | +4.2% |
| 30D | -1.9% | -11.6% | +9.7% | +1.0% |
| 3M | -3.1% | -21.2% | +18.1% | +2.6% |
| 6M | -6.4% | -28.5% | +22.2% | -0.1% |
| YTD | -6.8% | -49.1% | +42.2% | +8.4% |
| 1Y | -1.7% | -52.2% | +50.5% | +16.5% |
| 3Y | +64.7% | -48.6% | +113.3% | +82.6% |
| All | +40.7% | -77.5% | +118.2% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling