+527.5%
APP vs XLE
+221.6%
+305.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +3.7% |
| 7D | +4.6% | +5.4% | -0.8% | +3.2% |
| 30D | +56.0% | -3.9% | +60.0% | +56.9% |
| 3M | +30.8% | +7.0% | +23.8% | +26.9% |
| 6M | -9.8% | +14.2% | -24.0% | -15.2% |
| YTD | -39.3% | +48.2% | -87.5% | -49.2% |
| 1Y | -26.4% | +47.7% | -74.1% | -38.5% |
| 3Y | +887.9% | +70.0% | +817.9% | +685.6% |
| 5Y | +264.1% | +169.1% | +95.0% | +159.5% |
| All | +527.5% | +221.6% | +305.9% | +313.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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