-32.7%
APP vs XLE
+45.6%
-78.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.3% | -1.3% |
| 7D | +10.6% | +4.4% | +6.2% | +15.1% |
| 30D | +44.6% | -4.3% | +48.9% | +42.3% |
| 3M | +29.6% | +6.0% | +23.6% | +36.9% |
| 6M | -19.8% | +13.2% | -33.0% | -10.3% |
| YTD | -41.6% | +46.7% | -88.3% | -25.1% |
| 1Y | -32.7% | +46.6% | -79.3% | -12.3% |
| All | -32.7% | +45.6% | -78.2% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling