+1,367.3%
AAPL vs EL
+62.2%
+1,305.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | +4.1% | +1.5% | +2.6% | +3.6% |
| 30D | +4.0% | +10.0% | -6.0% | +0.7% |
| 3M | +16.8% | +28.4% | -11.6% | +6.9% |
| 6M | +19.4% | +37.1% | -17.7% | +6.3% |
| YTD | +31.5% | +7.8% | +23.7% | +23.9% |
| 1Y | +31.0% | +26.0% | +4.9% | +16.5% |
| 3Y | +95.3% | +3.8% | +91.5% | +70.1% |
| 5Y | +143.4% | -65.2% | +208.5% | +235.1% |
| All | +1,367.3% | +62.2% | +1,305.1% | +1,125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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