+74.2%
XLI vs APD
+27.3%
+46.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.8% | +3.4% |
| 7D | -0.5% | -1.6% | +1.1% | -0.1% |
| 30D | -0.2% | +10.6% | -10.8% | -2.4% |
| 3M | -8.6% | +2.5% | -11.1% | -9.1% |
| 6M | -2.0% | +6.0% | -7.9% | -3.5% |
| YTD | +9.7% | +28.4% | -18.7% | +2.6% |
| 1Y | +11.4% | +22.2% | -10.7% | +5.3% |
| 3Y | +74.2% | +26.6% | +47.6% | +66.7% |
| All | +74.2% | +27.3% | +46.9% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling