-35.9%
APP vs EFA
+23.1%
-59.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | +0.9% | +0.6% | +0.3% | +0.4% |
| 30D | -23.3% | +0.9% | -24.1% | -23.8% |
| 3M | -42.6% | +4.9% | -47.5% | -44.7% |
| 6M | -33.6% | +8.6% | -42.2% | -38.3% |
| YTD | -52.4% | +14.6% | -67.0% | -58.3% |
| 1Y | -35.9% | +22.6% | -58.5% | -49.4% |
| All | -35.9% | +23.1% | -59.0% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 1y: compounded portfolio wealth divided by compounded EFA 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…
1y analysis · Full analysis span regression · 6 months rolling