+250.4%
APP vs ELF
+264.1%
-13.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.4% | -1.5% |
| 7D | +10.6% | +3.4% | +7.2% | +9.6% |
| 30D | +44.6% | +5.0% | +39.6% | +42.5% |
| 3M | +29.6% | +22.6% | +7.0% | +21.0% |
| 6M | -19.8% | +104.0% | -123.7% | -36.7% |
| YTD | -41.6% | +49.3% | -90.9% | -50.4% |
| 1Y | -32.7% | +46.0% | -78.7% | -42.6% |
| 3Y | +799.0% | +19.4% | +779.6% | +537.4% |
| 5Y | +250.4% | +262.0% | -11.6% | -2.4% |
| All | +250.4% | +264.1% | -13.7% | -2.4% |
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