+1,361.6%
AAPL vs ESI
+321.1%
+1,040.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.6% |
| 7D | +3.2% | +8.3% | -5.1% | +0.5% |
| 30D | +4.1% | -10.4% | +14.5% | +7.2% |
| 3M | +17.5% | -13.2% | +30.7% | +21.5% |
| 6M | +20.6% | -23.9% | +44.4% | +28.0% |
| YTD | +31.0% | +34.2% | -3.2% | +10.7% |
| 1Y | +30.2% | +22.2% | +8.0% | +13.6% |
| 3Y | +92.9% | +79.2% | +13.6% | +41.1% |
| 5Y | +142.4% | +38.1% | +104.3% | +91.2% |
| All | +1,361.6% | +321.1% | +1,040.5% | +683.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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