+333.0%
APP vs EFV
+96.9%
+236.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.4% | +2.4% |
| 7D | +0.9% | +1.5% | -0.6% | -1.3% |
| 30D | -23.3% | +1.7% | -25.0% | -25.2% |
| 3M | -42.6% | +8.6% | -51.3% | -49.2% |
| 6M | -33.6% | +11.7% | -45.3% | -44.4% |
| YTD | -52.4% | +19.3% | -71.7% | -64.2% |
| 1Y | -35.9% | +30.2% | -66.1% | -57.9% |
| 3Y | +642.2% | +91.6% | +550.6% | +166.5% |
| All | +333.0% | +96.9% | +236.1% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling