+446.2%
APP vs EL
-61.9%
+508.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.9% | +35.0% | +32.7% |
| 7D | +39.7% | -1.1% | +40.8% | +39.8% |
| 30D | +27.7% | +15.3% | +12.4% | +19.7% |
| 3M | -14.8% | +24.2% | -39.0% | -23.1% |
| 6M | -25.5% | +30.9% | -56.4% | -34.7% |
| YTD | -47.2% | +3.9% | -51.0% | -50.4% |
| 1Y | -42.3% | +19.9% | -62.2% | -49.4% |
| 3Y | +806.8% | +2.5% | +804.3% | +645.7% |
| 5Y | +261.6% | -66.7% | +328.4% | +526.5% |
| All | +446.2% | -61.9% | +508.1% | +814.5% |
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