+506.6%
APP vs ELF
+305.2%
+201.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.3% |
| 7D | +61.1% | +6.3% | +54.8% | +58.0% |
| 30D | +42.8% | +8.5% | +34.3% | +39.3% |
| 3M | +16.7% | +24.4% | -7.8% | +8.6% |
| 6M | -15.6% | +94.7% | -110.3% | -32.4% |
| YTD | -41.3% | +55.9% | -97.2% | -50.7% |
| 1Y | -39.3% | +48.4% | -87.7% | -48.3% |
| 3Y | +803.2% | +24.6% | +778.6% | +546.5% |
| 5Y | +313.2% | +285.0% | +28.1% | +25.7% |
| All | +506.6% | +305.2% | +201.4% | +78.6% |
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