+520.8%
APP vs XLU
+56.8%
+464.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | +48.9% | +0.5% | +48.5% | +48.6% |
| 30D | +49.4% | +5.3% | +44.2% | +45.9% |
| 3M | +27.0% | +1.2% | +25.8% | +26.1% |
| 6M | -15.4% | -1.6% | -13.8% | -15.4% |
| YTD | -39.9% | +4.8% | -44.7% | -42.6% |
| 1Y | -32.0% | +0.5% | -32.4% | -33.4% |
| 3Y | +824.3% | +58.9% | +765.5% | +620.0% |
| 5Y | +252.4% | +52.7% | +199.7% | +201.9% |
| All | +520.8% | +56.8% | +464.0% | +434.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling