+339.5%
XLP vs APTV
+143.1%
+196.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.3% |
| 7D | +2.3% | -4.3% | +6.6% | +2.9% |
| 30D | +9.1% | -9.7% | +18.8% | +10.5% |
| 3M | +7.9% | -20.6% | +28.4% | +10.9% |
| 6M | +9.6% | -31.7% | +41.3% | +14.0% |
| YTD | +19.4% | -48.0% | +67.4% | +28.4% |
| 1Y | +22.4% | -52.1% | +74.4% | +32.9% |
| 3Y | +43.2% | -47.9% | +91.1% | +50.8% |
| 5Y | +42.6% | -76.9% | +119.5% | +65.3% |
| 10Y | +135.4% | -26.7% | +162.2% | +115.7% |
| All | +339.5% | +143.1% | +196.4% | +220.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling