+163.9%
XLE vs APD
+187.0%
-23.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | -6.7% | -0.2% | -6.5% | -6.7% |
| 30D | -4.4% | +11.0% | -15.4% | -9.1% |
| 3M | +4.0% | +1.3% | +2.7% | +3.1% |
| 6M | +13.2% | +6.4% | +6.8% | +9.0% |
| YTD | +41.9% | +28.9% | +13.0% | +23.7% |
| 1Y | +41.6% | +23.2% | +18.4% | +25.8% |
| 3Y | +64.0% | +26.3% | +37.6% | +38.2% |
| 5Y | +158.1% | +12.0% | +146.1% | +126.8% |
| 10Y | +163.9% | +183.2% | -19.2% | +27.4% |
| All | +163.9% | +187.0% | -23.0% | +27.4% |
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