+295.9%
APP vs XLU
+53.4%
+242.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +4.1% |
| 7D | +79.2% | +0.3% | +78.9% | +78.8% |
| 30D | +48.0% | +5.7% | +42.2% | +43.8% |
| 3M | +18.2% | +1.2% | +17.1% | +17.2% |
| 6M | -12.5% | -0.7% | -11.8% | -12.9% |
| YTD | -39.2% | +4.7% | -43.9% | -42.2% |
| 1Y | -33.9% | +0.4% | -34.3% | -35.4% |
| 3Y | +933.3% | +59.6% | +873.6% | +673.3% |
| 5Y | +295.9% | +52.9% | +243.0% | +244.7% |
| All | +295.9% | +53.4% | +242.4% | +244.7% |
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