+82.8%
XLI vs APD
+26.2%
+56.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | +1.0% | -2.5% | +3.5% | +1.8% |
| 30D | -5.8% | -1.9% | -3.9% | -5.3% |
| 3M | +0.7% | +8.2% | -7.5% | -2.2% |
| 6M | +3.2% | +10.7% | -7.6% | -0.9% |
| YTD | +13.0% | +22.9% | -9.9% | +4.4% |
| 1Y | +16.8% | +5.8% | +11.0% | +13.4% |
| 3Y | +72.4% | +7.8% | +64.6% | +64.2% |
| 5Y | +82.8% | +26.1% | +56.7% | +51.5% |
| All | +82.8% | +26.2% | +56.5% | +51.5% |
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