+877.5%
APP vs XLRE
+44.8%
+832.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +48.9% | -1.2% | +50.1% | +49.7% |
| 30D | +49.4% | +6.4% | +43.1% | +42.4% |
| 3M | +27.0% | +2.0% | +25.0% | +24.7% |
| 6M | -15.4% | +1.8% | -17.2% | -17.2% |
| YTD | -39.9% | +13.2% | -53.1% | -46.9% |
| 1Y | -32.0% | +10.7% | -42.7% | -38.6% |
| All | +877.5% | +44.8% | +832.6% | +576.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling