+887.9%
APP vs XLI
+72.0%
+815.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.4% |
| 7D | +4.6% | +3.8% | +0.8% | +0.3% |
| 30D | +56.0% | +1.0% | +55.0% | +51.9% |
| 3M | +30.8% | -8.9% | +39.8% | +46.1% |
| 6M | -9.8% | -2.3% | -7.5% | -9.4% |
| YTD | -39.3% | +9.7% | -49.0% | -50.3% |
| 1Y | -26.4% | +12.3% | -38.7% | -42.3% |
| 3Y | +887.9% | +71.5% | +816.5% | +291.8% |
| All | +887.9% | +72.0% | +815.9% | +291.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling