-39.3%
APP vs XLI
+10.8%
-50.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | +61.1% | -1.5% | +62.6% | +61.6% |
| 30D | +42.8% | -0.3% | +43.1% | +42.3% |
| 3M | +16.7% | -8.4% | +25.0% | +22.1% |
| 6M | -15.6% | -2.1% | -13.5% | -14.9% |
| YTD | -41.3% | +9.6% | -50.9% | -45.2% |
| 1Y | -39.3% | +10.7% | -49.9% | -43.3% |
| All | -39.3% | +10.8% | -50.1% | -43.3% |
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