-26.4%
APP vs EIX
+8.9%
-35.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +4.0% |
| 7D | +4.6% | +1.4% | +3.2% | +4.9% |
| 30D | +56.0% | +8.5% | +47.5% | +58.8% |
| 3M | +30.8% | -13.5% | +44.3% | +26.9% |
| 6M | -9.8% | -12.4% | +2.6% | -10.0% |
| YTD | -39.3% | +5.9% | -45.2% | -29.8% |
| 1Y | -26.4% | +7.6% | -34.0% | -14.5% |
| All | -26.4% | +8.9% | -35.3% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling