+391.7%
APP vs XLE
+215.2%
+176.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | +0.9% | +2.2% | -1.3% | +0.2% |
| 30D | -23.3% | +11.8% | -35.1% | -26.2% |
| 3M | -42.6% | +9.8% | -52.5% | -44.7% |
| 6M | -33.6% | +15.6% | -49.2% | -37.7% |
| YTD | -52.4% | +45.3% | -97.7% | -59.6% |
| 1Y | -35.9% | +48.3% | -84.2% | -46.2% |
| 3Y | +642.2% | +55.4% | +586.8% | +510.3% |
| 5Y | +311.1% | +216.1% | +95.0% | +185.1% |
| All | +391.7% | +215.2% | +176.4% | +228.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling