+292.6%
APP vs EEM
+30.1%
+262.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.2% | +7.7% | +7.1% |
| 7D | +71.2% | -2.8% | +74.0% | +74.0% |
| 30D | +39.1% | -11.9% | +51.0% | +61.4% |
| 3M | +16.5% | -8.8% | +25.3% | +28.1% |
| 6M | -16.6% | -11.6% | -4.9% | -7.3% |
| YTD | -41.9% | +9.0% | -50.9% | -54.4% |
| 1Y | -37.0% | +10.6% | -47.6% | -51.5% |
| 3Y | +892.4% | +64.4% | +828.1% | +292.0% |
| All | +292.6% | +30.1% | +262.5% | +187.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling