+520.8%
APP vs XLRE
+31.1%
+489.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +48.9% | -1.2% | +50.1% | +50.0% |
| 30D | +49.4% | +6.4% | +43.1% | +39.6% |
| 3M | +27.0% | +2.0% | +25.0% | +23.7% |
| 6M | -15.4% | +1.8% | -17.2% | -18.1% |
| YTD | -39.9% | +13.2% | -53.1% | -48.9% |
| 1Y | -32.0% | +10.7% | -42.7% | -40.8% |
| 3Y | +824.3% | +43.7% | +780.6% | +480.2% |
| 5Y | +252.4% | +9.7% | +242.7% | +206.2% |
| All | +520.8% | +31.1% | +489.7% | +394.3% |
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