+506.6%
APP vs XME
+147.6%
+359.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -2.3% |
| 7D | +61.1% | -0.2% | +61.3% | +59.9% |
| 30D | +42.8% | -9.2% | +51.9% | +50.7% |
| 3M | +16.7% | -17.8% | +34.4% | +30.4% |
| 6M | -15.6% | -20.0% | +4.4% | -4.9% |
| YTD | -41.3% | -6.6% | -34.7% | -40.6% |
| 1Y | -39.3% | +1.8% | -41.0% | -42.0% |
| 3Y | +803.2% | +98.7% | +704.5% | +445.5% |
| 5Y | +313.2% | +123.9% | +189.2% | +141.3% |
| All | +506.6% | +147.6% | +359.0% | +246.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling