+635.9%
APP vs XLRE
+32.7%
+603.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | +0.1% | -0.3% | +0.4% | +0.3% |
| 30D | -10.0% | -2.4% | -7.6% | -8.4% |
| 3M | -44.6% | +0.6% | -45.2% | -45.1% |
| 6M | -37.9% | +3.9% | -41.8% | -40.4% |
| YTD | -53.7% | +10.5% | -64.2% | -58.2% |
| 1Y | -43.0% | +8.4% | -51.3% | -47.7% |
| All | +635.9% | +32.7% | +603.2% | +458.2% |
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