+65.0%
XLF vs APTV
-69.7%
+134.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.0% |
| 7D | -2.9% | -1.8% | -1.1% | -2.5% |
| 30D | -1.6% | -7.9% | +6.3% | +0.2% |
| 3M | +9.3% | -29.9% | +39.2% | +18.0% |
| 6M | +14.6% | -36.6% | +51.2% | +25.7% |
| YTD | +4.7% | -40.0% | +44.7% | +16.1% |
| 1Y | +8.6% | -44.0% | +52.7% | +22.5% |
| 3Y | +73.9% | -54.5% | +128.4% | +102.6% |
| 5Y | +65.0% | -68.8% | +133.8% | +108.4% |
| All | +65.0% | -69.7% | +134.7% | +108.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling