+292.6%
APP vs EFA
+45.7%
+247.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.8% | +10.7% | +11.2% |
| 7D | +71.2% | -1.4% | +72.6% | +73.0% |
| 30D | +39.1% | -1.2% | +40.3% | +40.2% |
| 3M | +16.5% | -5.1% | +21.6% | +26.0% |
| 6M | -16.6% | -1.2% | -15.3% | -16.9% |
| YTD | -41.9% | +7.8% | -49.7% | -51.4% |
| 1Y | -37.0% | +12.2% | -49.2% | -51.2% |
| 3Y | +892.4% | +61.5% | +830.9% | +290.3% |
| All | +292.6% | +45.7% | +247.0% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling