+506.6%
APP vs XLB
+45.2%
+461.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.4% | -3.4% |
| 7D | +61.1% | +0.5% | +60.6% | +59.0% |
| 30D | +42.8% | +6.9% | +35.8% | +30.9% |
| 3M | +16.7% | -0.2% | +16.8% | +15.5% |
| 6M | -15.6% | +3.3% | -18.9% | -20.2% |
| YTD | -41.3% | +18.0% | -59.3% | -53.7% |
| 1Y | -39.3% | +24.2% | -63.5% | -55.3% |
| 3Y | +803.2% | +44.7% | +758.5% | +442.8% |
| 5Y | +313.2% | +31.6% | +281.6% | +181.1% |
| All | +506.6% | +45.2% | +461.5% | +305.2% |
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