+58.6%
XLF vs APD
+12.7%
+45.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +1.9% | -0.2% | +2.2% | +2.0% |
| 30D | +6.5% | +11.0% | -4.5% | +3.2% |
| 3M | +1.2% | +2.0% | -0.8% | +0.5% |
| 6M | +14.6% | +7.1% | +7.5% | +11.8% |
| YTD | +7.7% | +29.8% | -22.0% | -1.8% |
| 1Y | +11.8% | +24.0% | -12.3% | +3.2% |
| 3Y | +80.1% | +27.2% | +52.9% | +61.7% |
| All | +58.6% | +12.7% | +45.9% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling