+334.9%
XLP vs APTV
+142.3%
+192.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.8% |
| 7D | +0.7% | -10.2% | +11.0% | +2.1% |
| 30D | +10.3% | -10.8% | +21.1% | +11.8% |
| 3M | +6.5% | -14.8% | +21.4% | +8.5% |
| 6M | +8.4% | -30.6% | +38.9% | +12.5% |
| YTD | +18.2% | -48.2% | +66.4% | +27.1% |
| 1Y | +22.4% | -52.0% | +74.4% | +32.9% |
| 3Y | +41.9% | -47.0% | +88.9% | +49.0% |
| 5Y | +40.9% | -77.5% | +118.3% | +63.9% |
| 10Y | +128.4% | -27.0% | +155.3% | +109.3% |
| All | +334.9% | +142.3% | +192.6% | +217.2% |
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 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