-26.4%
APP vs XLU
+1.0%
-27.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +4.2% |
| 7D | +4.6% | +2.1% | +2.5% | +5.8% |
| 30D | +56.0% | +5.6% | +50.5% | +60.9% |
| 3M | +30.8% | +0.7% | +30.1% | +31.0% |
| 6M | -9.8% | -0.1% | -9.7% | -10.2% |
| YTD | -39.3% | +5.3% | -44.6% | -40.4% |
| 1Y | -26.4% | +2.2% | -28.6% | -26.4% |
| All | -26.4% | +1.0% | -27.4% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling