+378.5%
APP vs EEM
+43.6%
+335.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.9% |
| 7D | +0.1% | +3.1% | -3.0% | -3.9% |
| 30D | -10.0% | +4.9% | -14.9% | -15.7% |
| 3M | -44.6% | +5.2% | -49.9% | -49.1% |
| 6M | -37.9% | +20.7% | -58.6% | -55.1% |
| YTD | -53.7% | +26.5% | -80.2% | -68.9% |
| 1Y | -43.0% | +37.8% | -80.8% | -66.6% |
| 3Y | +640.8% | +91.0% | +549.8% | +159.8% |
| 5Y | +358.8% | +47.0% | +311.8% | +149.9% |
| All | +378.5% | +43.6% | +335.0% | +154.6% |
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