+396.9%
APP vs XLV
+51.2%
+345.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.2% |
| 7D | +1.1% | -3.6% | +4.6% | +4.6% |
| 30D | +6.6% | -1.8% | +8.5% | +8.2% |
| 3M | -32.3% | +7.8% | -40.1% | -37.9% |
| 6M | -29.8% | +9.1% | -38.9% | -36.8% |
| YTD | -51.9% | +7.7% | -59.7% | -56.6% |
| 1Y | -43.3% | +20.4% | -63.7% | -56.0% |
| 3Y | +664.1% | +30.8% | +633.3% | +402.5% |
| 5Y | +318.7% | +34.6% | +284.0% | +164.6% |
| All | +396.9% | +51.2% | +345.6% | +182.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 10y: compounded portfolio wealth divided by compounded XLV 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…
10y analysis · Full analysis span regression · 6 months rolling