+246.5%
XLF vs APD
+168.7%
+77.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -2.9% | -3.5% | +0.6% | -1.3% |
| 30D | -1.6% | -5.1% | +3.5% | +0.8% |
| 3M | +9.3% | +6.9% | +2.4% | +5.4% |
| 6M | +14.6% | +8.1% | +6.5% | +9.4% |
| YTD | +4.7% | +21.2% | -16.5% | -5.9% |
| 1Y | +8.6% | +4.9% | +3.8% | +4.2% |
| 3Y | +73.9% | +6.3% | +67.6% | +59.7% |
| 5Y | +65.0% | +24.3% | +40.8% | +33.8% |
| All | +246.5% | +168.7% | +77.8% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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