+649.7%
XLU vs APD
+1,501.4%
-851.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.2% |
| 7D | +2.1% | -2.5% | +4.6% | +2.8% |
| 30D | -0.4% | -1.9% | +1.5% | +0.1% |
| 3M | +0.5% | +8.2% | -7.8% | -2.3% |
| 6M | -5.8% | +10.7% | -16.5% | -9.1% |
| YTD | +3.1% | +22.9% | -19.8% | -3.9% |
| 1Y | +8.1% | +5.8% | +2.3% | +4.9% |
| 3Y | +50.5% | +7.8% | +42.8% | +42.4% |
| 5Y | +44.7% | +26.1% | +18.6% | +28.7% |
| 10Y | +136.8% | +163.7% | -26.9% | +66.3% |
| All | +649.7% | +1,501.4% | -851.7% | +217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling