+22.4%
XLP vs APD
+24.7%
-2.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | +0.7% | -3.7% | +4.4% | +1.2% |
| 30D | +10.3% | +9.6% | +0.6% | +9.3% |
| 3M | +6.5% | +1.6% | +4.9% | +6.4% |
| 6M | +8.4% | +2.2% | +6.2% | +8.7% |
| YTD | +18.2% | +25.9% | -7.7% | +15.1% |
| 1Y | +22.4% | +20.1% | +2.3% | +19.9% |
| All | +22.4% | +24.7% | -2.2% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling