+56.2%
XOP vs APD
+162.9%
-106.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | +1.0% | -4.6% | +5.5% | +3.6% |
| 30D | +10.8% | -4.2% | +15.0% | +13.4% |
| 3M | +19.5% | +5.0% | +14.5% | +15.3% |
| 6M | +21.6% | +8.9% | +12.6% | +14.5% |
| YTD | +55.8% | +21.9% | +33.9% | +36.7% |
| 1Y | +54.6% | +5.6% | +49.1% | +46.4% |
| 3Y | +36.6% | +6.9% | +29.8% | +23.5% |
| 5Y | +160.6% | +25.3% | +135.3% | +103.3% |
| 10Y | +56.2% | +169.1% | -112.8% | -30.9% |
| All | +56.2% | +162.9% | -106.7% | -30.9% |
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