+382.3%
APP vs XBI
+18.0%
+364.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +4.5% |
| 7D | +0.3% | -4.6% | +4.9% | +4.5% |
| 30D | -1.3% | -0.8% | -0.5% | -1.3% |
| 3M | -36.2% | +21.8% | -58.0% | -47.4% |
| 6M | -34.1% | +23.2% | -57.3% | -47.0% |
| YTD | -53.3% | +28.7% | -82.1% | -64.0% |
| 1Y | -44.5% | +67.8% | -112.3% | -67.2% |
| 3Y | +646.7% | +100.6% | +546.0% | +252.3% |
| 5Y | +306.4% | +19.8% | +286.6% | +215.1% |
| All | +382.3% | +18.0% | +364.3% | +264.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 10y: compounded portfolio wealth divided by compounded XBI 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…
10y analysis · Full analysis span regression · 6 months rolling