+520.8%
APP vs ELF
+305.0%
+215.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.4% | +2.4% |
| 7D | +48.9% | +4.3% | +44.7% | +46.9% |
| 30D | +49.4% | +7.7% | +41.7% | +46.1% |
| 3M | +27.0% | +24.7% | +2.3% | +18.2% |
| 6M | -15.4% | +114.6% | -130.0% | -34.1% |
| YTD | -39.9% | +55.8% | -95.7% | -49.6% |
| 1Y | -32.0% | +51.9% | -83.9% | -42.5% |
| 3Y | +824.3% | +24.6% | +799.8% | +561.7% |
| 5Y | +252.4% | +279.2% | -26.8% | +7.5% |
| All | +520.8% | +305.0% | +215.8% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling