-35.9%
APP vs EL
+14.8%
-50.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.7% | +1.4% |
| 7D | +0.9% | +0.8% | +0.1% | +0.7% |
| 30D | -23.3% | +19.8% | -43.1% | -27.3% |
| 3M | -42.6% | +25.7% | -68.4% | -46.3% |
| 6M | -33.6% | +5.4% | -39.1% | -37.0% |
| YTD | -52.4% | +0.2% | -52.6% | -55.8% |
| 1Y | -35.9% | +20.4% | -56.3% | -45.0% |
| All | -35.9% | +14.8% | -50.6% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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