+1,033.0%
XLI vs APD
+1,539.8%
-506.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.8% |
| 7D | -2.8% | -3.7% | +0.8% | -1.1% |
| 30D | -3.1% | +9.6% | -12.7% | -7.3% |
| 3M | -11.7% | +1.6% | -13.4% | -12.6% |
| 6M | -7.6% | +2.2% | -9.7% | -9.2% |
| YTD | +5.7% | +25.9% | -20.2% | -6.7% |
| 1Y | +7.8% | +20.1% | -12.3% | -3.1% |
| 3Y | +67.4% | +12.4% | +55.0% | +49.5% |
| 5Y | +64.8% | +11.1% | +53.7% | +45.8% |
| 10Y | +241.2% | +190.1% | +51.1% | +83.5% |
| All | +1,033.0% | +1,539.8% | -506.8% | +177.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling