+367.9%
APP vs XEL
+31.2%
+336.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.3% |
| 7D | -4.4% | +0.9% | -5.3% | -4.4% |
| 30D | -10.0% | -0.9% | -9.1% | -10.0% |
| 3M | -41.4% | -1.4% | -40.0% | -41.5% |
| 6M | -41.0% | -5.8% | -35.2% | -41.1% |
| YTD | -54.7% | +4.7% | -59.4% | -55.0% |
| 1Y | -45.3% | +9.1% | -54.4% | -45.8% |
| 3Y | +624.3% | +47.8% | +576.4% | +600.9% |
| 5Y | +329.1% | +29.0% | +300.1% | +343.7% |
| All | +367.9% | +31.2% | +336.7% | +395.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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