+391.7%
APP vs EL
-63.2%
+454.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.7% | +1.0% |
| 7D | +0.9% | +0.8% | +0.1% | +0.5% |
| 30D | -23.3% | +19.8% | -43.1% | -29.4% |
| 3M | -42.6% | +25.7% | -68.4% | -48.2% |
| 6M | -33.6% | +5.4% | -39.1% | -36.3% |
| YTD | -52.4% | +0.2% | -52.6% | -54.5% |
| 1Y | -35.9% | +20.4% | -56.3% | -44.0% |
| 3Y | +642.2% | -32.1% | +674.3% | +697.1% |
| 5Y | +311.1% | -67.2% | +378.3% | +609.3% |
| All | +391.7% | -63.2% | +454.9% | +740.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling