+503.8%
APP vs XLI
+82.2%
+421.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -1.6% |
| 7D | +10.6% | +4.3% | +6.3% | +4.7% |
| 30D | +44.6% | +0.5% | +44.1% | +41.7% |
| 3M | +29.6% | -8.6% | +38.2% | +44.6% |
| 6M | -19.8% | -2.3% | -17.5% | -19.3% |
| YTD | -41.6% | +10.1% | -51.7% | -52.0% |
| 1Y | -32.7% | +11.0% | -43.7% | -45.3% |
| 3Y | +799.0% | +72.3% | +726.7% | +285.8% |
| 5Y | +250.4% | +70.8% | +179.5% | +44.5% |
| All | +503.8% | +82.2% | +421.6% | +144.1% |
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