+619.5%
APP vs XLU
+48.9%
+570.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -1.8% |
| 7D | -4.4% | +0.6% | -5.0% | -4.6% |
| 30D | -10.0% | -0.4% | -9.6% | -9.9% |
| 3M | -41.4% | -1.7% | -39.7% | -41.4% |
| 6M | -41.0% | -7.1% | -33.9% | -39.5% |
| YTD | -54.7% | +1.9% | -56.7% | -56.5% |
| 1Y | -45.3% | +6.1% | -51.5% | -49.0% |
| All | +619.5% | +48.9% | +570.6% | +474.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling