+528.8%
APP vs ES
-1.9%
+530.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +4.8% |
| 7D | +79.2% | -0.1% | +79.2% | +79.2% |
| 30D | +48.0% | +5.7% | +42.3% | +47.3% |
| 3M | +18.2% | -2.8% | +21.0% | +18.6% |
| 6M | -12.5% | +7.0% | -19.5% | -13.3% |
| YTD | -39.2% | +6.8% | -45.9% | -39.9% |
| 1Y | -33.9% | -0.5% | -33.4% | -34.2% |
| 3Y | +933.3% | +47.2% | +886.1% | +839.1% |
| 5Y | +295.9% | +2.3% | +293.6% | +302.5% |
| All | +528.8% | -1.9% | +530.7% | +521.9% |
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