+163.9%
XLE vs APD
+192.6%
-28.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.4% |
| 7D | -7.9% | -1.6% | -6.3% | -7.3% |
| 30D | -4.8% | +10.6% | -15.4% | -9.4% |
| 3M | +8.4% | +2.5% | +5.8% | +6.9% |
| 6M | +12.7% | +6.0% | +6.7% | +8.7% |
| YTD | +41.3% | +28.4% | +12.8% | +23.4% |
| 1Y | +42.3% | +22.2% | +20.1% | +26.9% |
| 3Y | +65.1% | +26.6% | +38.5% | +38.9% |
| 5Y | +150.2% | +11.8% | +138.4% | +120.0% |
| 10Y | +163.9% | +187.8% | -23.9% | +27.3% |
| All | +163.9% | +192.6% | -28.6% | +27.3% |
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