+506.6%
APP vs ELV
+27.6%
+479.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.7% | -6.3% | -3.7% |
| 7D | +61.1% | +3.8% | +57.3% | +60.7% |
| 30D | +42.8% | +4.1% | +38.7% | +42.4% |
| 3M | +16.7% | +8.5% | +8.2% | +16.1% |
| 6M | -15.6% | +14.6% | -30.2% | -16.3% |
| YTD | -41.3% | +24.4% | -65.7% | -42.1% |
| 1Y | -39.3% | +44.2% | -83.5% | -40.9% |
| 3Y | +803.2% | -1.4% | +804.6% | +805.6% |
| 5Y | +313.2% | +8.8% | +304.4% | +305.9% |
| All | +506.6% | +27.6% | +479.0% | +490.6% |
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