+1,210.4%
AAPL vs ES
+85.1%
+1,125.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -2.7% | +1.4% | -4.1% | -3.2% |
| 30D | +1.0% | -1.2% | +2.2% | +1.4% |
| 3M | +5.0% | +5.0% | 0.0% | +3.2% |
| 6M | +23.0% | -2.8% | +25.9% | +23.9% |
| YTD | +16.6% | +8.6% | +8.1% | +12.8% |
| 1Y | +33.4% | +18.9% | +14.5% | +24.1% |
| 3Y | +79.9% | +32.1% | +47.7% | +57.1% |
| 5Y | +109.0% | -5.1% | +114.1% | +107.2% |
| 10Y | +1,210.4% | +84.2% | +1,126.2% | +1,036.2% |
| All | +1,210.4% | +85.1% | +1,125.3% | +1,036.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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