+520.8%
APP vs EL
-60.2%
+581.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.7% |
| 7D | +48.9% | +0.3% | +48.7% | +48.3% |
| 30D | +49.4% | +12.3% | +37.1% | +41.9% |
| 3M | +27.0% | +28.4% | -1.4% | +12.9% |
| 6M | -15.4% | +36.7% | -52.1% | -26.9% |
| YTD | -39.9% | +8.4% | -48.3% | -44.6% |
| 1Y | -32.0% | +25.4% | -57.4% | -41.4% |
| 3Y | +824.3% | +3.4% | +820.9% | +664.6% |
| 5Y | +252.4% | -64.8% | +317.2% | +498.3% |
| All | +520.8% | -60.2% | +581.1% | +922.2% |
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