+181.3%
XLE vs APTV
-21.3%
+202.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.7% |
| 7D | +0.3% | -1.2% | +1.5% | +0.5% |
| 30D | +8.5% | -10.6% | +19.2% | +12.2% |
| 3M | +14.6% | -35.0% | +49.6% | +29.9% |
| 6M | +17.6% | -38.9% | +56.5% | +34.0% |
| YTD | +48.1% | -41.5% | +89.6% | +70.2% |
| 1Y | +53.8% | -45.8% | +99.6% | +80.8% |
| 3Y | +56.2% | -55.7% | +111.9% | +88.7% |
| 5Y | +227.7% | -70.1% | +297.8% | +339.8% |
| 10Y | +181.3% | -19.1% | +200.4% | +144.2% |
| All | +181.3% | -21.3% | +202.6% | +144.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling