+201.6%
XLE vs APTV
+142.3%
+59.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.4% | +1.1% |
| 7D | -12.0% | -10.2% | -1.8% | -9.1% |
| 30D | -2.7% | -10.8% | +8.1% | +0.6% |
| 3M | +6.6% | -14.8% | +21.4% | +11.3% |
| 6M | +9.5% | -30.6% | +40.1% | +19.7% |
| YTD | +40.6% | -48.2% | +88.7% | +67.7% |
| 1Y | +43.6% | -52.0% | +95.6% | +75.6% |
| 3Y | +58.1% | -47.0% | +105.1% | +77.2% |
| 5Y | +152.2% | -77.5% | +229.7% | +275.9% |
| 10Y | +172.9% | -27.0% | +199.9% | +128.4% |
| All | +201.6% | +142.3% | +59.3% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling