+378.5%
APP vs EFV
+100.7%
+277.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -1.7% |
| 7D | +0.1% | +1.0% | -0.9% | -1.3% |
| 30D | -10.0% | +0.2% | -10.2% | -10.3% |
| 3M | -44.6% | +9.6% | -54.3% | -51.4% |
| 6M | -37.9% | +14.0% | -51.9% | -49.2% |
| YTD | -53.7% | +18.5% | -72.2% | -64.4% |
| 1Y | -43.0% | +27.9% | -70.9% | -61.0% |
| 3Y | +640.8% | +92.4% | +548.3% | +176.7% |
| 5Y | +358.8% | +97.2% | +261.7% | +63.4% |
| All | +378.5% | +100.7% | +277.8% | +69.5% |
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