+528.8%
APP vs EIX
+28.6%
+500.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.3% | +3.5% | +4.6% |
| 7D | +79.2% | +0.7% | +78.4% | +78.9% |
| 30D | +48.0% | +8.8% | +39.2% | +46.2% |
| 3M | +18.2% | -10.9% | +29.1% | +19.4% |
| 6M | -12.5% | -10.3% | -2.2% | -12.2% |
| YTD | -39.2% | +5.8% | -45.0% | -42.1% |
| 1Y | -33.9% | +11.4% | -45.2% | -38.1% |
| 3Y | +933.3% | +11.1% | +922.2% | +851.1% |
| 5Y | +295.9% | +18.5% | +277.4% | +252.5% |
| All | +528.8% | +28.6% | +500.2% | +438.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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