+49.9%
XLE vs APTV
-46.4%
+96.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.6% | -9.4% | -4.5% |
| 7D | -7.2% | -1.9% | -5.3% | -7.2% |
| 30D | +0.1% | -1.4% | +1.5% | +0.1% |
| 3M | +9.2% | -9.3% | +18.5% | +9.0% |
| 6M | +8.4% | -27.3% | +35.7% | +8.6% |
| YTD | +44.9% | -43.1% | +88.0% | +47.4% |
| 1Y | +49.9% | -46.5% | +96.4% | +53.1% |
| All | +49.9% | -46.4% | +96.2% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling