+203.1%
XLE vs APTV
+145.2%
+57.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | -7.9% | -9.8% | +1.9% | -5.0% |
| 30D | -4.8% | -8.9% | +4.1% | -2.2% |
| 3M | +8.4% | -19.5% | +27.8% | +15.4% |
| 6M | +12.7% | -31.1% | +43.8% | +23.6% |
| YTD | +41.3% | -47.5% | +88.8% | +67.9% |
| 1Y | +42.3% | -52.3% | +94.6% | +74.6% |
| 3Y | +65.1% | -45.2% | +110.3% | +82.8% |
| 5Y | +150.2% | -76.9% | +227.1% | +269.1% |
| 10Y | +163.9% | -25.1% | +189.0% | +119.3% |
| All | +203.1% | +145.2% | +57.9% | +43.3% |
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