+367.9%
APP vs XLF
+77.2%
+290.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.7% |
| 7D | -4.4% | -1.0% | -3.3% | -3.1% |
| 30D | -10.0% | -1.3% | -8.7% | -8.6% |
| 3M | -41.4% | +9.1% | -50.6% | -47.9% |
| 6M | -41.0% | +14.4% | -55.4% | -50.7% |
| YTD | -54.7% | +5.1% | -59.8% | -57.5% |
| 1Y | -45.3% | +8.6% | -54.0% | -51.0% |
| 3Y | +624.3% | +74.4% | +549.8% | +264.6% |
| 5Y | +329.1% | +64.4% | +264.8% | +137.4% |
| All | +367.9% | +77.2% | +290.7% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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