+367.9%
APP vs ET
+315.0%
+52.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.7% |
| 7D | -4.4% | +0.6% | -5.0% | -4.8% |
| 30D | -10.0% | +5.3% | -15.3% | -13.0% |
| 3M | -41.4% | +15.6% | -57.1% | -47.3% |
| 6M | -41.0% | +20.6% | -61.6% | -48.9% |
| YTD | -54.7% | +38.5% | -93.3% | -64.4% |
| 1Y | -45.3% | +35.7% | -81.1% | -56.5% |
| 3Y | +624.3% | +98.4% | +525.9% | +380.8% |
| 5Y | +329.1% | +245.3% | +83.8% | +139.4% |
| All | +367.9% | +315.0% | +52.9% | +158.7% |
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