+367.9%
APP vs VEA
+68.2%
+299.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -0.8% |
| 7D | -4.4% | +0.3% | -4.7% | -4.9% |
| 30D | -10.0% | +0.4% | -10.5% | -10.8% |
| 3M | -41.4% | +4.8% | -46.2% | -46.3% |
| 6M | -41.0% | +11.3% | -52.3% | -52.8% |
| YTD | -54.7% | +17.4% | -72.1% | -67.2% |
| 1Y | -45.3% | +26.2% | -71.5% | -65.5% |
| 3Y | +624.3% | +77.7% | +546.5% | +147.3% |
| 5Y | +329.1% | +60.9% | +268.2% | +81.7% |
| All | +367.9% | +68.2% | +299.7% | +87.8% |
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