+508.9%
XLP vs APD
+1,520.6%
-1,011.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -1.0% | -2.2% | +1.2% | -0.4% |
| 30D | -0.9% | +2.1% | -3.0% | -1.4% |
| 3M | +3.8% | +7.2% | -3.4% | +1.7% |
| 6M | -1.7% | +11.2% | -13.0% | -4.9% |
| YTD | +10.3% | +24.4% | -14.1% | +3.5% |
| 1Y | +7.8% | +6.7% | +1.1% | +4.9% |
| 3Y | +27.2% | +9.2% | +18.0% | +20.7% |
| 5Y | +32.5% | +27.4% | +5.2% | +19.2% |
| 10Y | +101.8% | +164.8% | -63.0% | +47.1% |
| All | +508.9% | +1,520.6% | -1,011.7% | +170.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling