+527.5%
APP vs EFA
+57.3%
+470.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.8% | +3.7% |
| 7D | +4.6% | +2.2% | +2.3% | +0.9% |
| 30D | +56.0% | +1.4% | +54.6% | +50.9% |
| 3M | +30.8% | -4.2% | +35.0% | +39.3% |
| 6M | -9.8% | +1.9% | -11.7% | -14.2% |
| YTD | -39.3% | +10.2% | -49.5% | -50.7% |
| 1Y | -26.4% | +12.8% | -39.2% | -42.8% |
| 3Y | +887.9% | +65.2% | +822.7% | +287.6% |
| 5Y | +264.1% | +49.8% | +214.3% | +76.2% |
| All | +527.5% | +57.3% | +470.1% | +184.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling