+527.5%
APP vs XEL
+41.7%
+485.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.9% |
| 7D | +4.6% | +2.4% | +2.1% | +4.7% |
| 30D | +56.0% | +8.3% | +47.7% | +56.5% |
| 3M | +30.8% | +4.2% | +26.7% | +31.1% |
| 6M | -9.8% | +3.7% | -13.5% | -9.6% |
| YTD | -39.3% | +13.1% | -52.3% | -39.5% |
| 1Y | -26.4% | +5.0% | -31.4% | -26.3% |
| 3Y | +887.9% | +55.0% | +833.0% | +866.3% |
| 5Y | +264.1% | +51.8% | +212.3% | +285.4% |
| All | +527.5% | +41.7% | +485.8% | +566.3% |
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