+329.1%
APP vs XBI
+21.6%
+307.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.7% | -0.8% |
| 7D | -4.4% | -3.6% | -0.8% | -1.2% |
| 30D | -10.0% | +0.9% | -10.9% | -11.2% |
| 3M | -41.4% | +21.4% | -62.9% | -51.5% |
| 6M | -41.0% | +25.5% | -66.5% | -53.3% |
| YTD | -54.7% | +30.8% | -85.6% | -65.6% |
| 1Y | -45.3% | +68.6% | -113.9% | -67.8% |
| 3Y | +624.3% | +103.9% | +520.3% | +235.2% |
| 5Y | +329.1% | +20.8% | +308.4% | +243.5% |
| All | +329.1% | +21.6% | +307.5% | +243.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling