+34.1%
XLP vs APD
+27.6%
+6.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -1.0% | -2.2% | +1.2% | -0.6% |
| 30D | -0.9% | +2.1% | -3.0% | -1.3% |
| 3M | +3.8% | +7.2% | -3.4% | +2.2% |
| 6M | -1.7% | +11.2% | -13.0% | -4.2% |
| YTD | +10.3% | +24.4% | -14.1% | +4.7% |
| 1Y | +7.8% | +6.7% | +1.1% | +5.8% |
| 3Y | +27.2% | +9.2% | +18.0% | +22.6% |
| All | +34.1% | +27.6% | +6.5% | +17.8% |
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