+43.3%
XOP vs APD
+29.7%
+13.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +6.3% | +3.8% | +2.5% | +5.2% |
| 30D | -6.6% | +8.2% | -14.8% | -8.7% |
| 3M | +3.6% | +4.3% | -0.7% | +2.2% |
| 6M | +10.8% | +4.7% | +6.1% | +9.0% |
| YTD | +48.3% | +31.5% | +16.7% | +35.1% |
| 1Y | +42.9% | +23.5% | +19.4% | +32.8% |
| 3Y | +43.3% | +29.1% | +14.2% | +32.8% |
| All | +43.3% | +29.7% | +13.6% | +32.8% |
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