+174.3%
XLE vs APD
+164.4%
+9.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | +2.2% | -2.2% | +4.4% | +3.3% |
| 30D | +11.8% | +2.1% | +9.7% | +10.6% |
| 3M | +9.8% | +7.2% | +2.7% | +5.5% |
| 6M | +15.6% | +11.2% | +4.3% | +8.8% |
| YTD | +45.3% | +24.4% | +20.9% | +29.0% |
| 1Y | +48.3% | +6.7% | +41.6% | +41.1% |
| 3Y | +55.4% | +9.2% | +46.2% | +41.0% |
| 5Y | +216.1% | +27.4% | +188.7% | +152.4% |
| All | +174.3% | +164.4% | +9.9% | +40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling