-39.3%
APP vs EME
-2.7%
-36.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.4% |
| 7D | +61.1% | -8.8% | +69.9% | +63.5% |
| 30D | +42.8% | -18.2% | +61.0% | +49.5% |
| 3M | +16.7% | -20.2% | +36.9% | +22.5% |
| 6M | -15.6% | -29.9% | +14.3% | -4.9% |
| YTD | -41.3% | +5.7% | -47.0% | -50.7% |
| 1Y | -39.3% | -1.5% | -37.8% | -44.6% |
| All | -39.3% | -2.7% | -36.6% | -44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling