+378.5%
APP vs AEM
+272.1%
+106.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.3% |
| 7D | +0.1% | +4.3% | -4.2% | -1.2% |
| 30D | -10.0% | +13.1% | -23.2% | -13.7% |
| 3M | -44.6% | +24.8% | -69.4% | -48.7% |
| 6M | -37.9% | -8.2% | -29.6% | -37.3% |
| YTD | -53.7% | +19.8% | -73.5% | -56.6% |
| 1Y | -43.0% | +32.1% | -75.0% | -48.2% |
| 3Y | +640.8% | +348.2% | +292.6% | +383.4% |
| 5Y | +358.8% | +297.5% | +61.4% | +192.9% |
| All | +378.5% | +272.1% | +106.5% | +211.5% |
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