+396.9%
APP vs XLRE
+26.6%
+370.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.2% | +2.1% |
| 7D | +1.1% | -1.2% | +2.2% | +2.3% |
| 30D | +6.6% | -2.4% | +9.1% | +9.3% |
| 3M | -32.3% | -2.5% | -29.8% | -30.8% |
| 6M | -29.8% | +4.0% | -33.8% | -33.7% |
| YTD | -51.9% | +9.3% | -61.2% | -57.4% |
| 1Y | -43.3% | +5.6% | -48.9% | -47.9% |
| 3Y | +664.1% | +31.3% | +632.8% | +434.4% |
| 5Y | +318.7% | +9.5% | +309.1% | +275.7% |
| All | +396.9% | +26.6% | +370.3% | +311.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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