+988.5%
XLE vs APD
+1,564.8%
-576.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | 0.0% | -1.5% |
| 7D | -10.3% | -0.7% | -9.6% | -10.0% |
| 30D | -3.3% | +10.1% | -13.5% | -7.9% |
| 3M | +8.2% | +4.9% | +3.3% | +5.4% |
| 6M | +5.0% | +2.5% | +2.6% | +2.9% |
| YTD | +40.6% | +27.8% | +12.8% | +22.7% |
| 1Y | +45.0% | +32.9% | +12.1% | +23.3% |
| 3Y | +56.3% | +13.4% | +42.9% | +38.6% |
| 5Y | +152.2% | +12.8% | +139.4% | +118.6% |
| 10Y | +173.0% | +194.6% | -21.6% | +42.5% |
| All | +988.5% | +1,564.8% | -576.3% | +198.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling