+527.5%
APP vs ELV
+27.6%
+499.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +4.0% | +3.9% |
| 7D | +4.6% | +1.0% | +3.6% | +4.5% |
| 30D | +56.0% | +0.4% | +55.7% | +55.9% |
| 3M | +30.8% | +8.4% | +22.5% | +30.2% |
| 6M | -9.8% | +8.4% | -18.2% | -10.4% |
| YTD | -39.3% | +24.4% | -63.7% | -40.1% |
| 1Y | -26.4% | +33.5% | -59.9% | -27.9% |
| 3Y | +887.9% | -2.1% | +890.0% | +892.8% |
| 5Y | +264.1% | +5.8% | +258.3% | +259.5% |
| All | +527.5% | +27.6% | +499.9% | +510.9% |
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