+446.2%
APP vs XLP
+52.8%
+393.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.8% | +31.8% | +31.4% |
| 7D | +39.7% | +3.5% | +36.2% | +37.4% |
| 30D | +27.7% | +11.6% | +16.2% | +21.0% |
| 3M | -14.8% | +7.6% | -22.4% | -17.9% |
| 6M | -25.5% | +10.0% | -35.5% | -29.3% |
| YTD | -47.2% | +19.7% | -66.9% | -53.6% |
| 1Y | -42.3% | +23.5% | -65.7% | -50.7% |
| 3Y | +806.8% | +44.0% | +762.8% | +549.2% |
| 5Y | +261.6% | +42.7% | +218.9% | +173.7% |
| All | +446.2% | +52.8% | +393.3% | +312.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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