+109.8%
AAPL vs ESI
+74.4%
+35.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -3.0% | +3.9% | -6.9% | -4.2% |
| 30D | +2.3% | -3.8% | +6.1% | +3.2% |
| 3M | +8.6% | -13.1% | +21.8% | +11.5% |
| 6M | +21.6% | +11.3% | +10.2% | +11.5% |
| YTD | +16.3% | +44.1% | -27.8% | -5.3% |
| 1Y | +35.1% | +40.3% | -5.3% | +10.3% |
| 3Y | +79.4% | +84.1% | -4.7% | +22.8% |
| 5Y | +109.8% | +75.8% | +34.0% | +41.7% |
| All | +109.8% | +74.4% | +35.4% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling