+506.6%
APP vs VEA
+60.6%
+446.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.8% | -2.3% |
| 7D | +61.1% | 0.0% | +61.1% | +58.6% |
| 30D | +42.8% | -1.4% | +44.2% | +44.4% |
| 3M | +16.7% | -4.1% | +20.8% | +23.2% |
| 6M | -15.6% | -1.3% | -14.3% | -16.1% |
| YTD | -41.3% | +12.1% | -53.4% | -54.7% |
| 1Y | -39.3% | +16.1% | -55.3% | -56.1% |
| 3Y | +803.2% | +73.0% | +730.2% | +217.2% |
| 5Y | +313.2% | +55.1% | +258.0% | +85.6% |
| All | +506.6% | +60.6% | +446.0% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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