+5.0%
XLE vs APD
+4.3%
+0.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | 0.0% | -2.7% |
| 7D | -10.3% | -0.7% | -9.6% | -10.2% |
| 30D | -3.3% | +10.1% | -13.5% | -4.2% |
| 3M | +8.2% | +4.9% | +3.3% | +7.8% |
| 6M | +5.0% | +2.5% | +2.6% | +9.9% |
| All | +5.0% | +4.3% | +0.8% | +9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling