+333.0%
APP vs ELF
+259.0%
+74.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.6% |
| 7D | +0.9% | +5.4% | -4.5% | -0.8% |
| 30D | -23.3% | +27.0% | -50.3% | -29.4% |
| 3M | -42.6% | +113.2% | -155.8% | -55.4% |
| 6M | -33.6% | +36.6% | -70.2% | -41.1% |
| YTD | -52.4% | +44.2% | -96.7% | -59.1% |
| 1Y | -35.9% | -18.0% | -17.9% | -36.3% |
| 3Y | +642.2% | -19.9% | +662.1% | +533.7% |
| All | +333.0% | +259.0% | +74.0% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling