+506.6%
APP vs EEM
+26.3%
+480.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.8% | -2.6% |
| 7D | +61.1% | -0.9% | +62.0% | +59.9% |
| 30D | +42.8% | -9.3% | +52.1% | +59.5% |
| 3M | +16.7% | -7.1% | +23.7% | +25.3% |
| 6M | -15.6% | -10.4% | -5.2% | -7.3% |
| YTD | -41.3% | +11.3% | -52.6% | -54.4% |
| 1Y | -39.3% | +11.3% | -50.5% | -52.7% |
| 3Y | +803.2% | +69.6% | +733.6% | +260.6% |
| 5Y | +313.2% | +33.6% | +279.5% | +155.1% |
| All | +506.6% | +26.3% | +480.3% | +273.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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