+500.0%
APP vs ED
+89.2%
+410.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.4% | +12.2% | +8.8% |
| 7D | +71.2% | +1.6% | +69.6% | +72.4% |
| 30D | +39.1% | +13.3% | +25.8% | +47.8% |
| 3M | +16.5% | +9.7% | +6.8% | +22.2% |
| 6M | -16.6% | +12.8% | -29.3% | -10.9% |
| YTD | -41.9% | +22.3% | -64.3% | -35.7% |
| 1Y | -37.0% | +26.3% | -63.3% | -29.4% |
| 3Y | +892.4% | +45.0% | +847.4% | +1,020.7% |
| 5Y | +297.3% | +80.2% | +217.1% | +417.3% |
| All | +500.0% | +89.2% | +410.8% | +694.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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