+20.4%
XLV vs APD
+3.9%
+16.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -3.6% | -3.3% | -0.3% | -3.2% |
| 30D | -1.8% | -4.2% | +2.3% | -1.4% |
| 3M | +7.8% | +5.4% | +2.4% | +7.4% |
| 6M | +9.1% | +6.3% | +2.8% | +8.4% |
| YTD | +7.7% | +20.3% | -12.6% | +4.6% |
| 1Y | +20.4% | +1.6% | +18.8% | +22.5% |
| All | +20.4% | +3.9% | +16.5% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling