+899.8%
XLV vs APD
+1,501.4%
-601.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.1% |
| 7D | -2.6% | -2.5% | -0.2% | -1.9% |
| 30D | +0.9% | -1.9% | +2.8% | +1.5% |
| 3M | +10.0% | +8.2% | +1.7% | +6.9% |
| 6M | +10.4% | +10.7% | -0.4% | +6.3% |
| YTD | +8.9% | +22.9% | -14.0% | +1.2% |
| 1Y | +23.4% | +5.8% | +17.6% | +19.7% |
| 3Y | +33.1% | +7.8% | +25.3% | +25.6% |
| 5Y | +33.3% | +26.1% | +7.2% | +17.7% |
| 10Y | +170.8% | +163.7% | +7.1% | +84.9% |
| All | +899.8% | +1,501.4% | -601.6% | +306.1% |
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