+135.9%
XLU vs APTV
-16.1%
+152.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -1.6% | -5.0% | +3.4% | -1.0% |
| 30D | -3.3% | -6.1% | +2.8% | -2.7% |
| 3M | -3.2% | -33.0% | +29.8% | +1.2% |
| 6M | -7.0% | -35.2% | +28.3% | -2.9% |
| YTD | +0.6% | -40.1% | +40.8% | +5.9% |
| 1Y | +2.4% | -45.6% | +48.0% | +9.0% |
| 3Y | +46.3% | -54.4% | +100.6% | +56.5% |
| 5Y | +44.0% | -68.9% | +112.9% | +58.6% |
| All | +135.9% | -16.1% | +152.0% | +124.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling