+42.7%
XLP vs APD
+15.3%
+27.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | -0.1% |
| 7D | +3.5% | -0.7% | +4.2% | +3.6% |
| 30D | +11.6% | +10.1% | +1.4% | +9.4% |
| 3M | +7.6% | +4.9% | +2.8% | +6.6% |
| 6M | +10.0% | +2.5% | +7.6% | +9.3% |
| YTD | +19.7% | +27.8% | -8.1% | +13.1% |
| 1Y | +23.5% | +32.9% | -9.4% | +15.3% |
| 3Y | +44.0% | +13.4% | +30.6% | +37.7% |
| 5Y | +42.7% | +12.8% | +29.9% | +33.8% |
| All | +42.7% | +15.3% | +27.4% | +33.8% |
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