+292.6%
APP vs XLP
+40.8%
+251.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.3% | +11.1% | +10.4% |
| 7D | +71.2% | +0.7% | +70.5% | +70.3% |
| 30D | +39.1% | +10.3% | +28.8% | +32.0% |
| 3M | +16.5% | +6.5% | +10.0% | +12.5% |
| 6M | -16.6% | +8.4% | -24.9% | -20.5% |
| YTD | -41.9% | +18.2% | -60.1% | -49.1% |
| 1Y | -37.0% | +22.4% | -59.5% | -46.7% |
| 3Y | +892.4% | +41.9% | +850.5% | +594.7% |
| All | +292.6% | +40.8% | +251.8% | +194.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling