-44.5%
APP vs XLU
+4.7%
-49.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +2.7% |
| 7D | +0.3% | -1.2% | +1.5% | -0.2% |
| 30D | -1.3% | -2.5% | +1.2% | -2.3% |
| 3M | -36.2% | -2.7% | -33.5% | -37.2% |
| 6M | -34.1% | -7.5% | -26.7% | -35.7% |
| YTD | -53.3% | +0.9% | -54.3% | -55.9% |
| 1Y | -44.5% | +3.3% | -47.8% | -43.3% |
| All | -44.5% | +4.7% | -49.2% | -43.3% |
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