+503.8%
APP vs XME
+144.2%
+359.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -1.5% |
| 7D | +10.6% | +5.3% | +5.2% | +7.3% |
| 30D | +44.6% | -8.2% | +52.8% | +51.6% |
| 3M | +29.6% | -18.4% | +48.0% | +45.5% |
| 6M | -19.8% | -22.8% | +3.1% | -7.4% |
| YTD | -41.6% | -7.9% | -33.7% | -40.4% |
| 1Y | -32.7% | -0.9% | -31.8% | -34.6% |
| 3Y | +799.0% | +96.0% | +703.1% | +447.9% |
| 5Y | +250.4% | +110.3% | +140.1% | +108.1% |
| All | +503.8% | +144.2% | +359.6% | +247.9% |
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