+44.0%
XOP vs APD
+188.9%
-144.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -8.4% | -0.2% | -8.1% | -8.3% |
| 30D | -8.4% | +11.0% | -19.4% | -13.7% |
| 3M | +0.2% | +2.0% | -1.8% | -1.3% |
| 6M | +7.2% | +7.1% | +0.2% | +2.0% |
| YTD | +40.8% | +29.8% | +11.0% | +19.1% |
| 1Y | +36.3% | +24.0% | +12.2% | +17.8% |
| 3Y | +37.2% | +27.2% | +10.0% | +11.9% |
| 5Y | +86.6% | +12.8% | +73.9% | +60.1% |
| 10Y | +44.0% | +185.0% | -141.0% | -38.9% |
| All | +44.0% | +188.9% | -144.8% | -38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling