+81.8%
XLI vs APTV
-69.3%
+151.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -1.7% | -5.0% | +3.4% | -0.5% |
| 30D | -7.3% | -6.1% | -1.2% | -6.0% |
| 3M | -1.3% | -33.0% | +31.6% | +8.0% |
| 6M | +2.2% | -35.2% | +37.5% | +11.9% |
| YTD | +11.7% | -40.1% | +51.9% | +24.3% |
| 1Y | +14.3% | -45.6% | +59.9% | +30.2% |
| 3Y | +70.3% | -54.4% | +124.7% | +97.7% |
| All | +81.8% | -69.3% | +151.1% | +128.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling