+600.4%
XLI vs APTV
+194.6%
+405.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.6% | -0.5% |
| 7D | -1.1% | +4.8% | -5.9% | -2.5% |
| 30D | -5.9% | +2.0% | -7.9% | -6.7% |
| 3M | -0.3% | -34.2% | +34.0% | +12.3% |
| 6M | +0.1% | -34.7% | +34.8% | +11.7% |
| YTD | +13.6% | -37.0% | +50.6% | +27.6% |
| 1Y | +17.2% | -40.4% | +57.6% | +33.6% |
| 3Y | +68.2% | -54.1% | +122.3% | +100.9% |
| 5Y | +80.7% | -68.0% | +148.7% | +134.0% |
| 10Y | +253.3% | -15.5% | +268.8% | +199.2% |
| All | +600.4% | +194.6% | +405.8% | +237.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling