+520.8%
APP vs XLE
+213.7%
+307.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.5% | +1.9% |
| 7D | +48.9% | -0.2% | +49.2% | +48.8% |
| 30D | +49.4% | -4.0% | +53.4% | +50.1% |
| 3M | +27.0% | +4.6% | +22.4% | +23.9% |
| 6M | -15.4% | +12.3% | -27.7% | -20.2% |
| YTD | -39.9% | +44.5% | -84.5% | -49.5% |
| 1Y | -32.0% | +42.4% | -74.4% | -42.4% |
| 3Y | +824.3% | +67.0% | +757.3% | +637.9% |
| 5Y | +252.4% | +161.9% | +90.5% | +152.9% |
| All | +520.8% | +213.7% | +307.1% | +311.8% |
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