+520.8%
APP vs ES
-0.4%
+521.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.2% |
| 7D | +48.9% | +0.1% | +48.8% | +48.9% |
| 30D | +49.4% | +6.7% | +42.7% | +48.6% |
| 3M | +27.0% | +0.3% | +26.7% | +27.0% |
| 6M | -15.4% | +7.4% | -22.8% | -16.2% |
| YTD | -39.9% | +8.4% | -48.3% | -40.8% |
| 1Y | -32.0% | +0.6% | -32.6% | -32.3% |
| 3Y | +824.3% | +50.6% | +773.7% | +737.5% |
| 5Y | +252.4% | +4.8% | +247.6% | +258.9% |
| All | +520.8% | -0.4% | +521.2% | +513.1% |
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