+192.9%
XOM vs APTV
-16.1%
+209.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +4.1% | -5.0% | +9.1% | +5.3% |
| 30D | +4.6% | -6.1% | +10.6% | +6.0% |
| 3M | +14.0% | -33.0% | +46.9% | +24.7% |
| 6M | +11.0% | -35.2% | +46.2% | +21.0% |
| YTD | +40.7% | -40.1% | +80.9% | +55.9% |
| 1Y | +52.3% | -45.6% | +97.9% | +72.8% |
| 3Y | +60.5% | -54.4% | +114.8% | +84.4% |
| 5Y | +266.4% | -68.9% | +335.3% | +354.7% |
| All | +192.9% | -16.1% | +209.0% | +168.0% |
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 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