+292.6%
APP vs EIX
+18.0%
+274.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.5% | +12.3% | +10.2% |
| 7D | +71.2% | +1.0% | +70.2% | +70.8% |
| 30D | +39.1% | +9.1% | +30.0% | +37.3% |
| 3M | +16.5% | -10.2% | +26.8% | +17.5% |
| 6M | -16.6% | -11.2% | -5.3% | -16.2% |
| YTD | -41.9% | +4.5% | -46.4% | -44.9% |
| 1Y | -37.0% | +10.9% | -47.9% | -41.4% |
| 3Y | +892.4% | +8.4% | +884.0% | +810.3% |
| All | +292.6% | +18.0% | +274.6% | +260.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling