-37.1%
APP vs XLP
+22.1%
-59.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +5.6% |
| 7D | +79.2% | +0.1% | +79.1% | +78.5% |
| 30D | +48.0% | +8.9% | +39.1% | +59.1% |
| 3M | +18.2% | +7.5% | +10.7% | +24.8% |
| 6M | -12.5% | +9.4% | -21.9% | -4.8% |
| YTD | -39.2% | +19.3% | -58.4% | -23.3% |
| All | -37.1% | +22.1% | -59.2% | -17.1% |
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