+446.2%
APP vs EIX
+30.2%
+415.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.0% | +32.0% | +31.2% |
| 7D | +39.7% | +2.5% | +37.2% | +39.2% |
| 30D | +27.7% | +14.1% | +13.7% | +25.4% |
| 3M | -14.8% | -9.4% | -5.3% | -14.1% |
| 6M | -25.5% | -9.1% | -16.4% | -25.4% |
| YTD | -47.2% | +7.1% | -54.3% | -49.8% |
| 1Y | -42.3% | +13.3% | -55.5% | -46.1% |
| 3Y | +806.8% | +10.9% | +795.9% | +736.6% |
| 5Y | +261.6% | +21.0% | +240.7% | +221.4% |
| All | +446.2% | +30.2% | +415.9% | +367.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling