+36.3%
XOP vs APD
+23.0%
+13.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -8.4% | -0.2% | -8.1% | -8.3% |
| 30D | -8.4% | +11.0% | -19.4% | -10.0% |
| 3M | +0.2% | +2.0% | -1.8% | -0.2% |
| 6M | +7.2% | +7.1% | +0.2% | +6.2% |
| YTD | +40.8% | +29.8% | +11.0% | +32.7% |
| 1Y | +36.3% | +24.0% | +12.2% | +30.4% |
| All | +36.3% | +23.0% | +13.3% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling