-55.4%
APP vs XME
+5.2%
-60.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.0% | +11.7% | +11.3% |
| 7D | +4.5% | -5.5% | +10.0% | +8.0% |
| 30D | -3.6% | -11.1% | +7.5% | +2.9% |
| 3M | -35.3% | -11.1% | -24.1% | -31.5% |
| 6M | -42.8% | -18.0% | -24.8% | -37.8% |
| YTD | -59.7% | -7.4% | -52.3% | -58.8% |
| 1Y | -55.4% | +6.7% | -62.0% | -60.1% |
| All | -55.4% | +5.2% | -60.6% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling