+506.6%
APP vs EFA
+57.6%
+449.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -3.0% | -2.6% |
| 7D | +61.1% | +1.2% | +59.9% | +56.0% |
| 30D | +42.8% | +0.9% | +41.8% | +39.2% |
| 3M | +16.7% | -3.4% | +20.0% | +22.4% |
| 6M | -15.6% | +2.0% | -17.6% | -19.9% |
| YTD | -41.3% | +10.4% | -51.7% | -52.5% |
| 1Y | -39.3% | +13.3% | -52.5% | -53.2% |
| 3Y | +803.2% | +65.9% | +737.3% | +251.4% |
| 5Y | +313.2% | +51.5% | +261.7% | +97.1% |
| All | +506.6% | +57.6% | +449.0% | +174.3% |
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