+30.2%
AAPL vs ESI
+21.7%
+8.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.1% |
| 7D | +3.2% | +8.3% | -5.1% | +3.1% |
| 30D | +4.1% | -10.4% | +14.5% | +4.1% |
| 3M | +17.5% | -13.2% | +30.7% | +17.6% |
| 6M | +20.6% | -23.9% | +44.4% | +21.1% |
| YTD | +31.0% | +34.2% | -3.2% | +21.8% |
| 1Y | +30.2% | +22.2% | +8.0% | +22.9% |
| All | +30.2% | +21.7% | +8.6% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling