+42.6%
XLP vs APD
+12.4%
+30.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.3% | -0.2% | +2.6% | +2.4% |
| 30D | +9.1% | +11.0% | -1.9% | +6.8% |
| 3M | +7.9% | +1.3% | +6.5% | +7.5% |
| 6M | +9.6% | +6.4% | +3.2% | +8.0% |
| YTD | +19.4% | +28.9% | -9.5% | +12.6% |
| 1Y | +22.4% | +23.2% | -0.9% | +16.4% |
| 3Y | +43.2% | +26.3% | +16.8% | +33.3% |
| 5Y | +42.6% | +12.0% | +30.5% | +35.4% |
| All | +42.6% | +12.4% | +30.2% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling