-45.3%
APP vs EL
+12.1%
-57.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -1.4% |
| 7D | -4.4% | -2.4% | -2.0% | -3.7% |
| 30D | -10.0% | +13.7% | -23.7% | -13.6% |
| 3M | -41.4% | +14.5% | -55.9% | -43.9% |
| 6M | -41.0% | +7.4% | -48.4% | -43.9% |
| YTD | -54.7% | -4.7% | -50.0% | -57.4% |
| 1Y | -45.3% | +12.9% | -58.3% | -53.2% |
| All | -45.3% | +12.1% | -57.4% | -53.2% |
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 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