+51.7%
XOP vs APD
+191.9%
-140.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +6.3% | +3.8% | +2.5% | +4.1% |
| 30D | -6.6% | +8.2% | -14.8% | -10.7% |
| 3M | +3.6% | +4.3% | -0.7% | +0.8% |
| 6M | +10.8% | +4.7% | +6.1% | +6.8% |
| YTD | +48.3% | +31.5% | +16.7% | +24.4% |
| 1Y | +42.9% | +23.5% | +19.4% | +23.9% |
| 3Y | +43.3% | +29.1% | +14.2% | +15.9% |
| 5Y | +94.0% | +15.9% | +78.1% | +63.5% |
| All | +51.7% | +191.9% | -140.3% | -36.4% |
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