+367.9%
APP vs EME
+545.4%
-177.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -0.8% |
| 7D | -4.4% | +2.7% | -7.1% | -5.9% |
| 30D | -10.0% | -6.8% | -3.2% | -6.8% |
| 3M | -41.4% | -8.8% | -32.6% | -39.5% |
| 6M | -41.0% | +5.0% | -46.0% | -45.3% |
| YTD | -54.7% | +23.5% | -78.2% | -62.4% |
| 1Y | -45.3% | +21.3% | -66.7% | -55.4% |
| 3Y | +624.3% | +241.1% | +383.2% | +198.0% |
| 5Y | +329.1% | +549.2% | -220.0% | +12.2% |
| All | +367.9% | +545.4% | -177.5% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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