+248.8%
XLF vs APTV
-16.1%
+265.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.5% | -5.0% | +3.6% | +0.1% |
| 30D | -1.2% | -6.1% | +4.9% | +0.6% |
| 3M | +9.2% | -33.0% | +42.2% | +22.3% |
| 6M | +16.3% | -35.2% | +51.6% | +29.9% |
| YTD | +5.4% | -40.1% | +45.6% | +20.2% |
| 1Y | +7.6% | -45.6% | +53.2% | +26.3% |
| 3Y | +74.2% | -54.4% | +128.6% | +108.2% |
| 5Y | +66.1% | -68.9% | +135.0% | +119.1% |
| All | +248.8% | -16.1% | +265.0% | +219.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling