+506.6%
APP vs AEM
+251.1%
+255.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.1% | +1.6% | -1.9% |
| 7D | +61.1% | +13.9% | +47.2% | +55.4% |
| 30D | +42.8% | +0.8% | +42.0% | +42.7% |
| 3M | +16.7% | +5.8% | +10.9% | +14.1% |
| 6M | -15.6% | -1.0% | -14.6% | -16.4% |
| YTD | -41.3% | +13.1% | -54.4% | -44.1% |
| 1Y | -39.3% | +14.4% | -53.7% | -42.4% |
| 3Y | +803.2% | +325.7% | +477.5% | +499.4% |
| 5Y | +313.2% | +273.7% | +39.4% | +167.9% |
| All | +506.6% | +251.1% | +255.5% | +301.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling