+527.5%
APP vs ELF
+303.4%
+224.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.9% | 0.0% | +2.7% |
| 7D | +4.6% | +1.6% | +3.0% | +4.1% |
| 30D | +56.0% | +9.1% | +46.9% | +52.0% |
| 3M | +30.8% | +28.2% | +2.7% | +20.7% |
| 6M | -9.8% | +119.5% | -129.3% | -30.3% |
| YTD | -39.3% | +55.2% | -94.4% | -48.9% |
| 1Y | -26.4% | +58.6% | -85.0% | -38.7% |
| 3Y | +887.9% | +21.3% | +866.6% | +615.9% |
| 5Y | +264.1% | +276.2% | -12.1% | +11.3% |
| All | +527.5% | +303.4% | +224.1% | +85.1% |
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