+146.2%
AAPL vs EL
-64.9%
+211.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.3% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +4.3% | +12.3% | -8.0% | +1.3% |
| 3M | +16.6% | +28.4% | -11.8% | +8.9% |
| 6M | +21.6% | +36.7% | -15.1% | +11.2% |
| YTD | +31.2% | +8.4% | +22.8% | +25.3% |
| 1Y | +29.6% | +25.4% | +4.1% | +18.6% |
| 3Y | +93.1% | +3.4% | +89.7% | +71.0% |
| 5Y | +146.2% | -64.8% | +211.0% | +238.0% |
| All | +146.2% | -64.9% | +211.1% | +238.0% |
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 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