+109.8%
AAPL vs EL
-68.4%
+178.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.4% |
| 7D | -3.0% | -2.4% | -0.6% | -2.4% |
| 30D | +2.3% | +13.7% | -11.4% | -1.4% |
| 3M | +8.6% | +14.5% | -5.9% | +4.4% |
| 6M | +21.6% | +7.4% | +14.2% | +17.7% |
| YTD | +16.3% | -4.7% | +21.0% | +14.9% |
| 1Y | +35.1% | +12.9% | +22.1% | +26.5% |
| 3Y | +79.4% | -32.2% | +111.6% | +82.4% |
| 5Y | +109.8% | -68.4% | +178.2% | +195.8% |
| All | +109.8% | -68.4% | +178.2% | +195.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling