+520.8%
APP vs XLB
+45.6%
+475.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.0% |
| 7D | +48.9% | -1.6% | +50.6% | +50.4% |
| 30D | +49.4% | +7.2% | +42.2% | +36.6% |
| 3M | +27.0% | 0.0% | +27.0% | +25.5% |
| 6M | -15.4% | +2.3% | -17.7% | -19.0% |
| YTD | -39.9% | +18.4% | -58.3% | -52.8% |
| 1Y | -32.0% | +23.3% | -55.3% | -49.4% |
| 3Y | +824.3% | +45.2% | +779.2% | +453.6% |
| 5Y | +252.4% | +31.0% | +221.5% | +139.4% |
| All | +520.8% | +45.6% | +475.2% | +313.3% |
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