+391.7%
APP vs XEL
+30.4%
+361.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.2% |
| 7D | +0.9% | -1.0% | +1.8% | +0.9% |
| 30D | -23.3% | -1.9% | -21.4% | -23.3% |
| 3M | -42.6% | -1.9% | -40.7% | -42.7% |
| 6M | -33.6% | -7.4% | -26.2% | -33.6% |
| YTD | -52.4% | +4.1% | -56.5% | -52.7% |
| 1Y | -35.9% | +8.0% | -43.9% | -36.5% |
| 3Y | +642.2% | +48.4% | +593.8% | +616.4% |
| 5Y | +311.1% | +27.2% | +283.8% | +327.0% |
| All | +391.7% | +30.4% | +361.3% | +420.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling