+396.9%
APP vs XLY
+32.1%
+364.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +1.6% |
| 7D | +1.1% | -1.7% | +2.8% | +3.8% |
| 30D | +6.6% | -4.2% | +10.8% | +13.5% |
| 3M | -32.3% | -2.7% | -29.6% | -29.3% |
| 6M | -29.8% | -0.6% | -29.2% | -29.5% |
| YTD | -51.9% | -5.0% | -46.9% | -47.7% |
| 1Y | -43.3% | -4.1% | -39.2% | -39.7% |
| 3Y | +664.1% | +33.6% | +630.5% | +403.9% |
| 5Y | +318.7% | +28.7% | +289.9% | +210.4% |
| All | +396.9% | +32.1% | +364.8% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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