+527.5%
APP vs EME
+464.5%
+63.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.2% |
| 7D | +4.6% | +8.4% | -3.8% | +0.3% |
| 30D | +56.0% | -11.5% | +67.5% | +64.0% |
| 3M | +30.8% | -20.6% | +51.5% | +44.7% |
| 6M | -9.8% | -28.5% | +18.7% | +4.6% |
| YTD | -39.3% | +8.0% | -47.3% | -47.1% |
| 1Y | -26.4% | +6.8% | -33.2% | -35.3% |
| 3Y | +887.9% | +213.9% | +674.0% | +314.6% |
| 5Y | +264.1% | +414.8% | -150.7% | +1.7% |
| All | +527.5% | +464.5% | +63.0% | +74.6% |
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