+527.5%
APP vs ES
+1.3%
+526.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.8% |
| 7D | +4.6% | +2.7% | +1.9% | +4.3% |
| 30D | +56.0% | +7.6% | +48.4% | +55.0% |
| 3M | +30.8% | +0.5% | +30.3% | +30.8% |
| 6M | -9.8% | +7.6% | -17.4% | -10.6% |
| YTD | -39.3% | +10.2% | -49.5% | -40.2% |
| 1Y | -26.4% | +1.8% | -28.3% | -26.9% |
| 3Y | +887.9% | +55.4% | +832.5% | +790.5% |
| 5Y | +264.1% | +7.3% | +256.8% | +271.0% |
| All | +527.5% | +1.3% | +526.2% | +518.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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