+528.8%
APP vs EFV
+97.0%
+431.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.7% | +2.1% | +1.2% |
| 7D | +79.2% | +1.7% | +77.4% | +73.8% |
| 30D | +48.0% | +3.4% | +44.6% | +40.5% |
| 3M | +18.2% | -1.7% | +19.9% | +20.4% |
| 6M | -12.5% | +6.4% | -18.9% | -20.5% |
| YTD | -39.2% | +16.3% | -55.4% | -52.2% |
| 1Y | -33.9% | +22.9% | -56.8% | -52.3% |
| 3Y | +933.3% | +92.8% | +840.4% | +283.7% |
| 5Y | +295.9% | +93.5% | +202.4% | +44.9% |
| All | +528.8% | +97.0% | +431.8% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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