-43.0%
APP vs XLI
+16.9%
-59.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.4% |
| 7D | +0.1% | +1.0% | -0.9% | -0.5% |
| 30D | -10.0% | -5.8% | -4.2% | -6.6% |
| 3M | -44.6% | +0.7% | -45.4% | -44.7% |
| 6M | -37.9% | +3.2% | -41.0% | -39.7% |
| YTD | -53.7% | +13.0% | -66.7% | -57.8% |
| 1Y | -43.0% | +16.8% | -59.8% | -48.3% |
| All | -43.0% | +16.9% | -59.9% | -48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling