+1,361.6%
AAPL vs ES
+96.6%
+1,265.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | +3.2% | -1.1% | +4.3% | +3.5% |
| 30D | +4.1% | +8.2% | -4.1% | +1.3% |
| 3M | +17.5% | +0.6% | +16.9% | +17.1% |
| 6M | +20.6% | +6.0% | +14.6% | +18.0% |
| YTD | +31.0% | +9.3% | +21.7% | +26.2% |
| 1Y | +30.2% | +1.1% | +29.1% | +28.3% |
| 3Y | +92.9% | +51.9% | +40.9% | +59.8% |
| 5Y | +142.4% | +6.5% | +136.0% | +129.4% |
| All | +1,361.6% | +96.6% | +1,265.0% | +1,211.7% |
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