+329.1%
APP vs ET
+242.4%
+86.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.8% |
| 7D | -4.4% | +0.6% | -5.0% | -4.8% |
| 30D | -10.0% | +5.3% | -15.3% | -13.5% |
| 3M | -41.4% | +15.6% | -57.1% | -48.1% |
| 6M | -41.0% | +20.6% | -61.6% | -50.0% |
| YTD | -54.7% | +38.5% | -93.3% | -65.7% |
| 1Y | -45.3% | +35.7% | -81.1% | -58.0% |
| 3Y | +624.3% | +98.4% | +525.9% | +343.1% |
| 5Y | +329.1% | +245.3% | +83.8% | +110.2% |
| All | +329.1% | +242.4% | +86.8% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling