+44.0%
XLP vs APTV
-77.5%
+121.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +2.5% | -1.7% | +4.3% | +2.7% |
| 30D | +7.3% | -11.6% | +18.9% | +8.5% |
| 3M | +8.1% | -21.2% | +29.3% | +10.4% |
| 6M | +10.5% | -28.5% | +39.0% | +13.1% |
| YTD | +21.2% | -49.1% | +70.2% | +28.1% |
| 1Y | +22.7% | -52.2% | +74.9% | +30.6% |
| 3Y | +44.8% | -48.6% | +93.4% | +50.2% |
| All | +44.0% | -77.5% | +121.5% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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