+892.4%
APP vs XEL
+44.3%
+848.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.7% | +9.6% |
| 7D | +71.2% | -0.2% | +71.4% | +71.1% |
| 30D | +39.1% | +10.0% | +29.1% | +42.5% |
| 3M | +16.5% | +4.3% | +12.2% | +18.0% |
| 6M | -16.6% | +0.5% | -17.0% | -16.1% |
| YTD | -41.9% | +10.4% | -52.3% | -40.6% |
| 1Y | -37.0% | +2.0% | -39.0% | -36.2% |
| 3Y | +892.4% | +45.6% | +846.9% | +1,002.2% |
| All | +892.4% | +44.3% | +848.1% | +1,002.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling