+528.8%
APP vs EL
-59.9%
+588.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.8% | +2.0% | +3.6% |
| 7D | +79.2% | +8.0% | +71.1% | +73.1% |
| 30D | +48.0% | +15.4% | +32.6% | +38.9% |
| 3M | +18.2% | +28.5% | -10.3% | +5.1% |
| 6M | -12.5% | +32.2% | -44.7% | -23.3% |
| YTD | -39.2% | +9.2% | -48.3% | -44.0% |
| 1Y | -33.9% | +30.8% | -64.7% | -44.1% |
| 3Y | +933.3% | +3.7% | +929.6% | +754.8% |
| 5Y | +295.9% | -64.8% | +360.7% | +571.4% |
| All | +528.8% | -59.9% | +588.8% | +932.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling