+500.0%
APP vs AEM
+253.2%
+246.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.3% | +8.5% | +9.4% |
| 7D | +71.2% | +15.8% | +55.4% | +64.1% |
| 30D | +39.1% | +6.2% | +32.9% | +36.9% |
| 3M | +16.5% | +14.3% | +2.2% | +11.3% |
| 6M | -16.6% | +1.4% | -18.0% | -18.1% |
| YTD | -41.9% | +13.7% | -55.7% | -44.8% |
| 1Y | -37.0% | +21.3% | -58.4% | -41.2% |
| 3Y | +892.4% | +309.9% | +582.5% | +563.0% |
| 5Y | +297.3% | +301.0% | -3.7% | +154.5% |
| All | +500.0% | +253.2% | +246.9% | +296.4% |
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