+527.5%
APP vs ED
+93.1%
+434.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +4.6% |
| 7D | +4.6% | +2.1% | +2.5% | +5.6% |
| 30D | +56.0% | +10.4% | +45.6% | +63.7% |
| 3M | +30.8% | +12.5% | +18.3% | +38.8% |
| 6M | -9.8% | +14.9% | -24.7% | -2.9% |
| YTD | -39.3% | +24.8% | -64.1% | -32.1% |
| 1Y | -26.4% | +23.8% | -50.3% | -17.8% |
| 3Y | +887.9% | +51.6% | +836.3% | +1,025.3% |
| 5Y | +264.1% | +86.4% | +177.7% | +382.4% |
| All | +527.5% | +93.1% | +434.3% | +738.3% |
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