+127.8%
AAPL vs ET
+241.8%
-114.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +2.0% |
| 7D | +3.8% | +0.2% | +3.6% | +3.8% |
| 30D | +9.9% | +2.9% | +7.1% | +8.9% |
| 3M | +12.5% | +16.8% | -4.3% | +7.0% |
| 6M | +27.6% | +18.9% | +8.8% | +20.5% |
| YTD | +22.6% | +37.7% | -15.1% | +9.9% |
| 1Y | +45.0% | +32.4% | +12.5% | +31.6% |
| 3Y | +87.8% | +99.5% | -11.7% | +46.3% |
| All | +127.8% | +241.8% | -114.0% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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