+506.6%
APP vs XEL
+39.1%
+467.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.5% | -3.5% |
| 7D | +61.1% | +1.7% | +59.4% | +61.2% |
| 30D | +42.8% | +8.6% | +34.2% | +43.2% |
| 3M | +16.7% | +5.1% | +11.6% | +16.9% |
| 6M | -15.6% | +2.5% | -18.1% | -15.5% |
| YTD | -41.3% | +11.0% | -52.3% | -41.5% |
| 1Y | -39.3% | +2.7% | -42.0% | -39.2% |
| 3Y | +803.2% | +49.7% | +753.5% | +786.2% |
| 5Y | +313.2% | +46.1% | +267.0% | +335.4% |
| All | +506.6% | +39.1% | +467.5% | +543.8% |
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