+391.7%
APP vs AEM
+277.4%
+114.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.6% |
| 7D | +0.9% | -0.5% | +1.4% | +0.9% |
| 30D | -23.3% | +24.0% | -47.3% | -28.5% |
| 3M | -42.6% | +16.1% | -58.7% | -45.7% |
| 6M | -33.6% | -11.6% | -22.0% | -32.2% |
| YTD | -52.4% | +21.5% | -74.0% | -55.6% |
| 1Y | -35.9% | +39.2% | -75.1% | -42.5% |
| 3Y | +642.2% | +347.4% | +294.8% | +384.0% |
| 5Y | +311.1% | +290.1% | +20.9% | +163.8% |
| All | +391.7% | +277.4% | +114.2% | +218.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling