+367.9%
APP vs ELV
+17.4%
+350.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -2.2% |
| 7D | -4.4% | -2.2% | -2.2% | -4.3% |
| 30D | -10.0% | -0.2% | -9.8% | -10.0% |
| 3M | -41.4% | -6.1% | -35.3% | -41.4% |
| 6M | -41.0% | +42.8% | -83.8% | -42.1% |
| YTD | -54.7% | +14.4% | -69.1% | -55.1% |
| 1Y | -45.3% | +28.6% | -74.0% | -46.4% |
| 3Y | +624.3% | -7.4% | +631.7% | +625.5% |
| 5Y | +329.1% | +14.5% | +314.7% | +320.6% |
| All | +367.9% | +17.4% | +350.5% | +357.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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