+179.2%
XLE vs APD
+191.9%
-12.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +5.4% | +3.8% | +1.6% | +3.6% |
| 30D | -3.9% | +8.2% | -12.2% | -7.6% |
| 3M | +7.0% | +4.3% | +2.7% | +4.7% |
| 6M | +14.2% | +4.7% | +9.5% | +10.9% |
| YTD | +48.2% | +31.5% | +16.6% | +28.0% |
| 1Y | +47.7% | +23.5% | +24.1% | +31.1% |
| 3Y | +70.0% | +29.1% | +40.9% | +41.8% |
| 5Y | +169.1% | +15.9% | +153.3% | +132.1% |
| All | +179.2% | +191.9% | -12.7% | +34.9% |
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