-43.0%
APP vs EFV
+28.1%
-71.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.3% |
| 7D | +0.1% | +1.0% | -0.9% | -0.5% |
| 30D | -10.0% | +0.2% | -10.2% | -10.1% |
| 3M | -44.6% | +9.6% | -54.3% | -47.1% |
| 6M | -37.9% | +14.0% | -51.9% | -43.4% |
| YTD | -53.7% | +18.5% | -72.2% | -58.9% |
| 1Y | -43.0% | +27.9% | -70.9% | -54.2% |
| All | -43.0% | +28.1% | -71.1% | -54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling