+167.2%
XLE vs APD
+185.9%
-18.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.7% |
| 7D | -12.0% | -3.7% | -8.3% | -10.5% |
| 30D | -2.7% | +9.6% | -12.4% | -7.0% |
| 3M | +6.6% | +1.6% | +4.9% | +5.5% |
| 6M | +9.5% | +2.2% | +7.4% | +7.5% |
| YTD | +40.6% | +25.9% | +14.7% | +23.9% |
| 1Y | +43.6% | +20.1% | +23.5% | +29.1% |
| 3Y | +58.1% | +12.4% | +45.7% | +41.3% |
| 5Y | +152.2% | +11.1% | +141.1% | +121.7% |
| All | +167.2% | +185.9% | -18.7% | +30.1% |
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