+500.0%
APP vs EL
-61.0%
+561.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.2% | +7.6% | +8.9% |
| 7D | +71.2% | +0.8% | +70.5% | +70.2% |
| 30D | +39.1% | +16.5% | +22.6% | +29.9% |
| 3M | +16.5% | +29.2% | -12.6% | +3.3% |
| 6M | -16.6% | +27.9% | -44.5% | -26.0% |
| YTD | -41.9% | +6.2% | -48.1% | -46.0% |
| 1Y | -37.0% | +27.2% | -64.2% | -46.2% |
| 3Y | +892.4% | +3.2% | +889.2% | +717.6% |
| 5Y | +297.3% | -66.0% | +363.3% | +582.4% |
| All | +500.0% | -61.0% | +561.1% | +896.2% |
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 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