+48.3%
XLE vs APD
+6.0%
+42.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +2.2% | -2.2% | +4.4% | +2.5% |
| 30D | +11.8% | +2.1% | +9.7% | +11.5% |
| 3M | +9.8% | +7.2% | +2.7% | +8.7% |
| 6M | +15.6% | +11.2% | +4.3% | +13.7% |
| YTD | +45.3% | +24.4% | +20.9% | +40.5% |
| 1Y | +48.3% | +6.7% | +41.6% | +38.6% |
| All | +48.3% | +6.0% | +42.3% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling