+211.6%
XLE vs APTV
+194.6%
+17.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -3.9% | -1.9% |
| 7D | +2.2% | +4.8% | -2.6% | +0.5% |
| 30D | +11.8% | +2.0% | +9.8% | +10.7% |
| 3M | +9.8% | -34.2% | +44.1% | +24.5% |
| 6M | +15.6% | -34.7% | +50.2% | +29.3% |
| YTD | +45.3% | -37.0% | +82.2% | +63.5% |
| 1Y | +48.3% | -40.4% | +88.7% | +69.5% |
| 3Y | +55.4% | -54.1% | +109.5% | +86.5% |
| 5Y | +216.1% | -68.0% | +284.1% | +314.6% |
| 10Y | +178.4% | -15.5% | +193.9% | +123.9% |
| All | +211.6% | +194.6% | +17.1% | +39.5% |
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