+292.6%
APP vs AEIS
+109.5%
+183.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.1% | +3.7% | +7.1% |
| 7D | +71.2% | -11.3% | +82.5% | +76.0% |
| 30D | +39.1% | -32.6% | +71.7% | +62.7% |
| 3M | +16.5% | -39.2% | +55.7% | +39.8% |
| 6M | -16.6% | -45.4% | +28.8% | +0.3% |
| YTD | -41.9% | -5.8% | -36.1% | -55.0% |
| 1Y | -37.0% | -10.0% | -27.0% | -49.5% |
| 3Y | +892.4% | +121.2% | +771.3% | +266.4% |
| All | +292.6% | +109.5% | +183.1% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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