+35.2%
XOP vs APD
+11.2%
+24.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.6% |
| 7D | +2.6% | -2.2% | +4.8% | +3.2% |
| 30D | +15.4% | +2.1% | +13.4% | +14.7% |
| 3M | +12.1% | +7.2% | +4.9% | +9.5% |
| 6M | +19.7% | +11.2% | +8.4% | +15.5% |
| YTD | +52.4% | +24.4% | +28.0% | +41.6% |
| 1Y | +47.6% | +6.7% | +40.9% | +43.6% |
| All | +35.2% | +11.2% | +24.0% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling