-30.8%
APP vs XME
+2.9%
-33.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.7% | +2.1% |
| 7D | +48.9% | +1.5% | +47.4% | +47.0% |
| 30D | +49.4% | -7.3% | +56.7% | +55.1% |
| 3M | +27.0% | -17.4% | +44.4% | +39.8% |
| 6M | -15.4% | -21.8% | +6.4% | -4.3% |
| YTD | -39.9% | -6.0% | -34.0% | -38.9% |
| All | -30.8% | +2.9% | -33.7% | -33.5% |
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 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