-26.4%
APP vs EME
+3.0%
-29.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.0% |
| 7D | +4.6% | +8.4% | -3.8% | +3.6% |
| 30D | +56.0% | -11.5% | +67.5% | +59.9% |
| 3M | +30.8% | -20.6% | +51.5% | +38.0% |
| 6M | -9.8% | -28.5% | +18.7% | +0.6% |
| YTD | -39.3% | +8.0% | -47.3% | -47.1% |
| 1Y | -26.4% | +6.8% | -33.2% | -35.3% |
| All | -26.4% | +3.0% | -29.4% | -35.3% |
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