+543.0%
XLV vs APTV
+179.8%
+363.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | -5.0% | +1.5% | -2.7% |
| 30D | -1.8% | -6.1% | +4.2% | -0.8% |
| 3M | +7.8% | -33.0% | +40.8% | +15.4% |
| 6M | +9.1% | -35.2% | +44.3% | +16.6% |
| YTD | +7.7% | -40.1% | +47.9% | +16.5% |
| 1Y | +20.4% | -45.6% | +66.0% | +32.5% |
| 3Y | +30.8% | -54.4% | +85.1% | +45.1% |
| 5Y | +34.6% | -68.9% | +103.5% | +56.9% |
| 10Y | +173.4% | -17.2% | +190.6% | +133.7% |
| All | +543.0% | +179.8% | +363.2% | +297.4% |
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