+653.5%
APP vs XLE
+54.6%
+599.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | +0.9% | +2.2% | -1.3% | +0.1% |
| 30D | -23.3% | +11.8% | -35.1% | -26.6% |
| 3M | -42.6% | +9.8% | -52.5% | -44.9% |
| 6M | -33.6% | +15.6% | -49.2% | -38.8% |
| YTD | -52.4% | +45.3% | -97.7% | -62.7% |
| 1Y | -35.9% | +48.3% | -84.2% | -50.8% |
| All | +653.5% | +54.6% | +599.0% | +436.9% |
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