+391.7%
APP vs EIX
+19.5%
+372.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.1% |
| 7D | +0.9% | -19.1% | +20.0% | +3.5% |
| 30D | -23.3% | -16.9% | -6.4% | -21.7% |
| 3M | -42.6% | -20.0% | -22.6% | -41.3% |
| 6M | -33.6% | -21.3% | -12.3% | -32.0% |
| YTD | -52.4% | -1.7% | -50.7% | -54.2% |
| 1Y | -35.9% | +9.6% | -45.4% | -40.5% |
| 3Y | +642.2% | -3.7% | +645.9% | +603.3% |
| 5Y | +311.1% | +22.6% | +288.5% | +267.9% |
| All | +391.7% | +19.5% | +372.2% | +326.1% |
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