+803.3%
APP vs XLE
+55.1%
+748.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.0% | +34.0% | +31.6% |
| 7D | +39.7% | -10.3% | +50.0% | +42.7% |
| 30D | +27.7% | -3.3% | +31.1% | +27.2% |
| 3M | -14.8% | +8.2% | -22.9% | -19.1% |
| 6M | -25.5% | +5.0% | -30.6% | -28.8% |
| YTD | -47.2% | +40.6% | -87.7% | -59.4% |
| 1Y | -42.3% | +45.0% | -87.3% | -57.0% |
| All | +803.3% | +55.1% | +748.3% | +496.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling