+1,075.2%
XLI vs APD
+1,590.7%
-515.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | -0.3% | +11.0% | -11.3% | -5.2% |
| 3M | -8.4% | +2.0% | -10.3% | -9.4% |
| 6M | -2.1% | +7.1% | -9.1% | -5.9% |
| YTD | +9.6% | +29.8% | -20.1% | -4.5% |
| 1Y | +10.7% | +24.0% | -13.4% | -2.0% |
| 3Y | +71.6% | +27.2% | +44.4% | +45.2% |
| 5Y | +70.8% | +12.8% | +58.0% | +50.1% |
| 10Y | +228.0% | +185.0% | +42.9% | +78.0% |
| All | +1,075.2% | +1,590.7% | -515.5% | +183.7% |
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 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