+92.7%
XOP vs APTV
-77.5%
+170.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +6.3% | -1.7% | +8.1% | +6.8% |
| 30D | -6.6% | -11.6% | +5.0% | -4.1% |
| 3M | +3.6% | -21.2% | +24.7% | +9.1% |
| 6M | +10.8% | -28.5% | +39.3% | +17.4% |
| YTD | +48.3% | -49.1% | +97.3% | +71.3% |
| 1Y | +42.9% | -52.2% | +95.1% | +68.3% |
| 3Y | +43.3% | -48.6% | +91.9% | +57.9% |
| All | +92.7% | -77.5% | +170.1% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 5y: compounded portfolio wealth divided by compounded APTV 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…
5y analysis · Full analysis span regression · 6 months rolling