+250.2%
XLI vs APD
+168.7%
+81.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -2.3% | -3.5% | +1.2% | -0.7% |
| 30D | -8.2% | -5.1% | -3.1% | -6.0% |
| 3M | +0.8% | +6.9% | -6.1% | -2.8% |
| 6M | +0.8% | +8.1% | -7.2% | -3.6% |
| YTD | +10.5% | +21.2% | -10.7% | -0.4% |
| 1Y | +14.1% | +4.9% | +9.3% | +9.5% |
| 3Y | +68.6% | +6.3% | +62.3% | +55.5% |
| 5Y | +80.4% | +24.3% | +56.1% | +48.3% |
| All | +250.2% | +168.7% | +81.5% | +75.0% |
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