-37.0%
APP vs EIX
+10.4%
-47.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.5% | +12.3% | +9.3% |
| 7D | +71.2% | +1.0% | +70.2% | +71.5% |
| 30D | +39.1% | +9.1% | +30.0% | +41.8% |
| 3M | +16.5% | -10.2% | +26.8% | +16.3% |
| 6M | -16.6% | -11.2% | -5.3% | -15.2% |
| YTD | -41.9% | +4.5% | -46.4% | -32.3% |
| 1Y | -37.0% | +10.9% | -47.9% | -24.9% |
| All | -37.0% | +10.4% | -47.5% | -24.9% |
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 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