+500.0%
APP vs XLE
+205.0%
+295.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.9% | +9.9% |
| 7D | +71.2% | -12.0% | +83.2% | +76.5% |
| 30D | +39.1% | -2.7% | +41.8% | +38.8% |
| 3M | +16.5% | +6.6% | +10.0% | +12.6% |
| 6M | -16.6% | +9.5% | -26.1% | -20.9% |
| YTD | -41.9% | +40.6% | -82.5% | -50.8% |
| 1Y | -37.0% | +43.6% | -80.6% | -47.3% |
| 3Y | +892.4% | +58.1% | +834.4% | +703.8% |
| 5Y | +297.3% | +152.2% | +145.1% | +188.1% |
| All | +500.0% | +205.0% | +295.0% | +300.7% |
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