+303.8%
XLU vs APTV
+179.8%
+124.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.1% |
| 6M | -7.0% | -35.2% | +28.3% | -2.9% |
| YTD | +0.6% | -40.1% | +40.8% | +5.8% |
| 1Y | +2.4% | -45.6% | +48.0% | +8.9% |
| 3Y | +46.3% | -54.4% | +100.6% | +56.3% |
| 5Y | +44.0% | -68.9% | +112.9% | +58.2% |
| 10Y | +140.1% | -17.2% | +157.3% | +123.0% |
| All | +303.8% | +179.8% | +124.0% | +219.0% |
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