+528.8%
APP vs XEL
+39.2%
+489.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.8% |
| 7D | +79.2% | +1.1% | +78.1% | +79.2% |
| 30D | +48.0% | +8.7% | +39.3% | +48.4% |
| 3M | +18.2% | +3.5% | +14.7% | +18.5% |
| 6M | -12.5% | +2.6% | -15.1% | -12.4% |
| YTD | -39.2% | +11.1% | -50.2% | -39.4% |
| 1Y | -33.9% | +2.2% | -36.0% | -33.8% |
| 3Y | +933.3% | +51.1% | +882.2% | +912.1% |
| 5Y | +295.9% | +48.0% | +247.8% | +317.5% |
| All | +528.8% | +39.2% | +489.7% | +567.4% |
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 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