+44.2%
XLU vs APD
+22.2%
+22.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -1.6% | -3.3% | +1.7% | -0.8% |
| 30D | -3.3% | -4.2% | +0.8% | -2.4% |
| 3M | -3.2% | +5.4% | -8.6% | -4.7% |
| 6M | -7.0% | +6.3% | -13.2% | -8.7% |
| YTD | +0.6% | +20.3% | -19.7% | -4.6% |
| 1Y | +2.4% | +1.6% | +0.9% | +1.4% |
| 3Y | +46.3% | +4.0% | +42.2% | +41.6% |
| All | +44.2% | +22.2% | +22.0% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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