+391.7%
APP vs XLU
+53.0%
+338.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +0.9% | +0.8% | +0.1% | +0.5% |
| 30D | -23.3% | -1.3% | -21.9% | -22.8% |
| 3M | -42.6% | -1.3% | -41.3% | -42.6% |
| 6M | -33.6% | -7.6% | -26.0% | -31.6% |
| YTD | -52.4% | +2.3% | -54.7% | -54.0% |
| 1Y | -35.9% | +5.8% | -41.7% | -39.2% |
| 3Y | +642.2% | +50.5% | +591.7% | +493.5% |
| 5Y | +311.1% | +44.1% | +267.0% | +251.8% |
| All | +391.7% | +53.0% | +338.6% | +328.9% |
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