+42.0%
XLP vs APTV
-77.0%
+119.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -1.0% |
| 7D | +0.7% | -10.2% | +11.0% | +1.8% |
| 30D | +10.3% | -10.8% | +21.1% | +11.4% |
| 3M | +6.5% | -14.8% | +21.4% | +8.0% |
| 6M | +8.4% | -30.6% | +38.9% | +11.3% |
| YTD | +18.2% | -48.2% | +66.4% | +24.8% |
| 1Y | +22.4% | -52.0% | +74.4% | +30.3% |
| 3Y | +41.9% | -47.0% | +88.9% | +46.7% |
| All | +42.0% | -77.0% | +119.0% | +59.2% |
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