+503.8%
APP vs ES
+0.5%
+503.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.8% |
| 7D | +10.6% | -1.1% | +11.6% | +10.6% |
| 30D | +44.6% | +8.2% | +36.4% | +43.5% |
| 3M | +29.6% | +0.6% | +29.0% | +29.5% |
| 6M | -19.8% | +6.0% | -25.8% | -20.4% |
| YTD | -41.6% | +9.3% | -50.9% | -42.4% |
| 1Y | -32.7% | +1.1% | -33.8% | -33.1% |
| 3Y | +799.0% | +51.9% | +747.1% | +713.8% |
| 5Y | +250.4% | +6.5% | +243.9% | +257.3% |
| All | +503.8% | +0.5% | +503.3% | +495.8% |
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