+253.9%
XLI vs APTV
-16.1%
+270.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -1.7% | -5.0% | +3.4% | -0.2% |
| 30D | -7.3% | -6.1% | -1.2% | -5.7% |
| 3M | -1.3% | -33.0% | +31.6% | +9.9% |
| 6M | +2.2% | -35.2% | +37.5% | +13.8% |
| YTD | +11.7% | -40.1% | +51.9% | +26.8% |
| 1Y | +14.3% | -45.6% | +59.9% | +33.3% |
| 3Y | +70.3% | -54.4% | +124.7% | +102.2% |
| 5Y | +82.3% | -68.9% | +151.2% | +136.0% |
| All | +253.9% | -16.1% | +270.0% | +236.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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