+506.6%
APP vs EIX
+28.8%
+477.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +61.1% | +1.0% | +60.1% | +60.8% |
| 30D | +42.8% | +8.9% | +33.9% | +41.0% |
| 3M | +16.7% | -9.8% | +26.5% | +17.5% |
| 6M | -15.6% | -10.2% | -5.4% | -15.3% |
| YTD | -41.3% | +5.9% | -47.2% | -44.2% |
| 1Y | -39.3% | +10.9% | -50.2% | -43.1% |
| 3Y | +803.2% | +10.2% | +793.0% | +733.0% |
| 5Y | +313.2% | +17.0% | +296.1% | +268.0% |
| All | +506.6% | +28.8% | +477.8% | +419.8% |
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