-37.0%
APP vs XLP
+22.3%
-59.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.3% | +11.1% | +8.7% |
| 7D | +71.2% | +0.7% | +70.5% | +71.6% |
| 30D | +39.1% | +10.3% | +28.8% | +51.2% |
| 3M | +16.5% | +6.5% | +10.0% | +22.2% |
| 6M | -16.6% | +8.4% | -24.9% | -9.9% |
| YTD | -41.9% | +18.2% | -60.1% | -27.3% |
| 1Y | -37.0% | +22.4% | -59.5% | -15.1% |
| All | -37.0% | +22.3% | -59.3% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling