+305.6%
XLP vs APTV
+194.6%
+111.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.8% | -1.2% |
| 7D | -1.0% | +4.8% | -5.8% | -1.6% |
| 30D | -0.9% | +2.0% | -2.9% | -1.2% |
| 3M | +3.8% | -34.2% | +38.1% | +9.1% |
| 6M | -1.7% | -34.7% | +32.9% | +2.9% |
| YTD | +10.3% | -37.0% | +47.2% | +15.7% |
| 1Y | +7.8% | -40.4% | +48.2% | +13.8% |
| 3Y | +27.2% | -54.1% | +81.3% | +36.8% |
| 5Y | +32.5% | -68.0% | +100.5% | +46.8% |
| 10Y | +101.8% | -15.5% | +117.3% | +82.1% |
| All | +305.6% | +194.6% | +111.1% | +188.9% |
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