+528.8%
APP vs XME
+152.7%
+376.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.5% | -0.7% | +1.4% |
| 7D | +79.2% | +0.9% | +78.2% | +76.5% |
| 30D | +48.0% | -7.3% | +55.3% | +54.2% |
| 3M | +18.2% | -14.8% | +33.0% | +29.1% |
| 6M | -12.5% | -18.4% | +5.9% | -2.7% |
| YTD | -39.2% | -4.7% | -34.5% | -39.3% |
| 1Y | -33.9% | +5.7% | -39.6% | -38.3% |
| 3Y | +933.3% | +104.0% | +829.3% | +514.3% |
| 5Y | +295.9% | +122.4% | +173.4% | +128.7% |
| All | +528.8% | +152.7% | +376.1% | +254.5% |
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