-16.6%
APP vs ELV
+15.1%
-31.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.5% | +11.3% | +10.2% |
| 7D | +71.2% | +1.3% | +69.9% | +70.1% |
| 30D | +39.1% | +5.3% | +33.8% | +36.9% |
| 3M | +16.5% | +9.2% | +7.3% | +13.8% |
| 6M | -16.6% | +14.5% | -31.1% | -14.0% |
| All | -16.6% | +15.1% | -31.6% | -14.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling