+51.6%
XLU vs APD
+16.4%
+35.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.1% | +3.8% | -1.7% | +1.2% |
| 30D | +5.6% | +8.2% | -2.6% | +3.6% |
| 3M | +0.7% | +4.3% | -3.5% | -0.4% |
| 6M | -0.1% | +4.7% | -4.7% | -1.4% |
| YTD | +5.3% | +31.5% | -26.2% | -2.4% |
| 1Y | +2.2% | +23.5% | -21.4% | -3.9% |
| 3Y | +61.6% | +29.1% | +32.5% | +47.0% |
| All | +51.6% | +16.4% | +35.1% | +40.9% |
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