+520.8%
APP vs ET
+279.0%
+241.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +48.9% | +1.8% | +47.2% | +47.2% |
| 30D | +49.4% | -3.0% | +52.4% | +50.8% |
| 3M | +27.0% | -4.7% | +31.7% | +29.1% |
| 6M | -15.4% | +2.7% | -18.1% | -19.1% |
| YTD | -39.9% | +26.5% | -66.5% | -50.7% |
| 1Y | -32.0% | +25.0% | -56.9% | -43.7% |
| 3Y | +824.3% | +85.4% | +739.0% | +535.0% |
| 5Y | +252.4% | +215.5% | +36.9% | +106.6% |
| All | +520.8% | +279.0% | +241.8% | +258.8% |
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