+506.6%
APP vs XLI
+81.5%
+425.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.4% |
| 7D | +61.1% | -1.5% | +62.6% | +61.9% |
| 30D | +42.8% | -0.3% | +43.1% | +41.3% |
| 3M | +16.7% | -8.4% | +25.0% | +29.5% |
| 6M | -15.6% | -2.1% | -13.5% | -15.5% |
| YTD | -41.3% | +9.6% | -50.9% | -51.5% |
| 1Y | -39.3% | +10.7% | -49.9% | -50.5% |
| 3Y | +803.2% | +71.6% | +731.6% | +289.6% |
| 5Y | +313.2% | +70.8% | +242.4% | +71.2% |
| All | +506.6% | +81.5% | +425.1% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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