-32.0%
APP vs EL
+25.2%
-57.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.6% |
| 7D | +48.9% | +0.3% | +48.7% | +48.5% |
| 30D | +49.4% | +12.3% | +37.1% | +44.2% |
| 3M | +27.0% | +28.4% | -1.4% | +17.7% |
| 6M | -15.4% | +36.7% | -52.1% | -22.7% |
| YTD | -39.9% | +8.4% | -48.3% | -46.9% |
| 1Y | -32.0% | +25.4% | -57.4% | -44.2% |
| All | -32.0% | +25.2% | -57.2% | -44.2% |
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