+528.8%
APP vs XLB
+45.4%
+483.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +2.7% |
| 7D | +79.2% | -1.4% | +80.5% | +80.2% |
| 30D | +48.0% | +7.1% | +40.9% | +35.4% |
| 3M | +18.2% | +0.6% | +17.6% | +16.0% |
| 6M | -12.5% | +3.5% | -16.0% | -17.4% |
| YTD | -39.2% | +18.2% | -57.4% | -52.1% |
| 1Y | -33.9% | +25.6% | -59.5% | -52.0% |
| 3Y | +933.3% | +46.7% | +886.6% | +511.1% |
| 5Y | +295.9% | +30.9% | +265.0% | +169.2% |
| All | +528.8% | +45.4% | +483.4% | +319.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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