+527.5%
APP vs ET
+278.1%
+249.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.0% |
| 7D | +4.6% | +2.5% | +2.0% | +3.1% |
| 30D | +56.0% | -2.5% | +58.5% | +56.9% |
| 3M | +30.8% | -4.9% | +35.7% | +33.2% |
| 6M | -9.8% | -0.1% | -9.7% | -12.2% |
| YTD | -39.3% | +26.2% | -65.5% | -50.1% |
| 1Y | -26.4% | +25.2% | -51.6% | -39.2% |
| 3Y | +887.9% | +84.2% | +803.7% | +581.0% |
| 5Y | +264.1% | +216.1% | +48.0% | +113.6% |
| All | +527.5% | +278.1% | +249.4% | +263.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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