+527.5%
APP vs XLB
+43.5%
+484.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.1% |
| 7D | +4.6% | +0.5% | +4.0% | +4.1% |
| 30D | +56.0% | +5.2% | +50.9% | +45.7% |
| 3M | +30.8% | +0.3% | +30.5% | +28.7% |
| 6M | -9.8% | +1.2% | -11.0% | -12.6% |
| YTD | -39.3% | +16.6% | -55.9% | -51.5% |
| 1Y | -26.4% | +21.4% | -47.9% | -44.3% |
| 3Y | +887.9% | +43.2% | +844.7% | +500.2% |
| 5Y | +264.1% | +28.0% | +236.1% | +151.9% |
| All | +527.5% | +43.5% | +484.0% | +324.6% |
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