+1,024.7%
XLE vs APD
+1,520.6%
-495.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | +2.2% | -2.2% | +4.4% | +3.3% |
| 30D | +11.8% | +2.1% | +9.7% | +10.6% |
| 3M | +9.8% | +7.2% | +2.7% | +5.4% |
| 6M | +15.6% | +11.2% | +4.3% | +8.6% |
| YTD | +45.3% | +24.4% | +20.9% | +28.7% |
| 1Y | +48.3% | +6.7% | +41.6% | +40.7% |
| 3Y | +55.4% | +9.2% | +46.2% | +40.4% |
| 5Y | +216.1% | +27.4% | +188.7% | +156.8% |
| 10Y | +178.4% | +164.8% | +13.6% | +53.5% |
| All | +1,024.7% | +1,520.6% | -495.9% | +213.0% |
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