+37.6%
XLC vs APTV
-69.9%
+107.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.0% | +0.1% |
| 7D | -1.4% | -1.2% | -0.3% | -1.2% |
| 30D | -0.9% | -10.6% | +9.7% | +1.9% |
| 3M | -0.3% | -35.0% | +34.7% | +10.6% |
| 6M | -5.2% | -38.9% | +33.7% | +6.0% |
| YTD | -5.3% | -41.5% | +36.2% | +6.6% |
| 1Y | -2.8% | -45.8% | +43.0% | +11.6% |
| 3Y | +71.2% | -55.7% | +126.9% | +103.6% |
| 5Y | +37.6% | -70.1% | +107.7% | +77.8% |
| All | +37.6% | -69.9% | +107.4% | +77.8% |
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