+358.8%
APP vs XLU
+47.4%
+311.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.5% | -3.1% |
| 7D | +0.1% | +2.1% | -2.0% | -0.9% |
| 30D | -10.0% | -0.4% | -9.7% | -9.9% |
| 3M | -44.6% | +0.5% | -45.1% | -45.1% |
| 6M | -37.9% | -5.8% | -32.1% | -36.6% |
| YTD | -53.7% | +3.1% | -56.8% | -55.5% |
| 1Y | -43.0% | +8.1% | -51.1% | -46.8% |
| 3Y | +640.8% | +50.5% | +590.2% | +479.5% |
| 5Y | +358.8% | +44.7% | +314.1% | +300.2% |
| All | +358.8% | +47.4% | +311.4% | +300.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling