+218.0%
XLE vs APTV
-67.9%
+285.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -3.9% | -1.4% |
| 7D | +2.2% | +4.8% | -2.6% | +1.3% |
| 30D | +11.8% | +2.0% | +9.8% | +11.2% |
| 3M | +9.8% | -34.2% | +44.1% | +17.7% |
| 6M | +15.6% | -34.7% | +50.2% | +23.6% |
| YTD | +45.3% | -37.0% | +82.2% | +55.9% |
| 1Y | +48.3% | -40.4% | +88.7% | +60.7% |
| 3Y | +55.4% | -54.1% | +109.5% | +74.1% |
| All | +218.0% | -67.9% | +285.9% | +260.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling