+163.4%
XOP vs APTV
-69.7%
+233.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.4% | -0.4% |
| 7D | +1.6% | -1.8% | +3.4% | +2.0% |
| 30D | +9.6% | -7.9% | +17.5% | +11.7% |
| 3M | +16.9% | -29.9% | +46.9% | +27.0% |
| 6M | +24.0% | -36.6% | +60.6% | +37.2% |
| YTD | +56.2% | -40.0% | +96.2% | +74.7% |
| 1Y | +51.8% | -44.0% | +95.8% | +73.1% |
| 3Y | +37.0% | -54.5% | +91.5% | +61.4% |
| 5Y | +163.4% | -68.8% | +232.2% | +226.4% |
| All | +163.4% | -69.7% | +233.0% | +226.4% |
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