+391.7%
APP vs XLRE
+28.1%
+363.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +3.0% |
| 7D | +0.9% | -1.2% | +2.1% | +2.1% |
| 30D | -23.3% | -2.8% | -20.5% | -20.9% |
| 3M | -42.6% | -0.2% | -42.4% | -42.9% |
| 6M | -33.6% | +1.9% | -35.6% | -35.9% |
| YTD | -52.4% | +10.6% | -63.0% | -58.4% |
| 1Y | -35.9% | +8.8% | -44.7% | -43.1% |
| 3Y | +642.2% | +31.5% | +610.7% | +419.4% |
| 5Y | +311.1% | +6.6% | +304.5% | +264.7% |
| All | +391.7% | +28.1% | +363.6% | +302.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling