+506.6%
APP vs EL
-59.8%
+566.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.8% | -3.6% |
| 7D | +61.1% | +7.6% | +53.5% | +55.9% |
| 30D | +42.8% | +15.7% | +27.1% | +33.9% |
| 3M | +16.7% | +30.5% | -13.9% | +3.0% |
| 6M | -15.6% | +32.5% | -48.1% | -26.1% |
| YTD | -41.3% | +9.4% | -50.8% | -46.1% |
| 1Y | -39.3% | +28.4% | -67.6% | -48.3% |
| 3Y | +803.2% | +4.4% | +798.8% | +644.2% |
| 5Y | +313.2% | -64.5% | +377.7% | +598.9% |
| All | +506.6% | -59.8% | +566.5% | +894.9% |
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