+333.0%
APP vs AEIS
+219.5%
+113.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.0% |
| 7D | +0.9% | +3.0% | -2.1% | -0.8% |
| 30D | -23.3% | -14.6% | -8.6% | -17.5% |
| 3M | -42.6% | -12.4% | -30.2% | -42.3% |
| 6M | -33.6% | -15.0% | -18.6% | -35.8% |
| YTD | -52.4% | +34.3% | -86.7% | -67.4% |
| 1Y | -35.9% | +87.4% | -123.3% | -66.6% |
| 3Y | +642.2% | +139.8% | +502.4% | +202.1% |
| All | +333.0% | +219.5% | +113.4% | +29.8% |
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