+1,901.3%
AAPL vs ESI
+224.6%
+1,676.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.5% | -3.2% |
| 7D | +0.1% | +3.3% | -3.2% | -0.8% |
| 30D | +3.0% | -5.9% | +8.8% | +4.3% |
| 3M | +2.9% | -14.1% | +17.0% | +5.4% |
| 6M | +22.1% | +6.6% | +15.5% | +17.3% |
| YTD | +18.0% | +45.0% | -27.0% | +4.1% |
| 1Y | +33.9% | +41.5% | -7.5% | +18.4% |
| 3Y | +71.2% | +78.8% | -7.6% | +40.3% |
| 5Y | +112.6% | +70.9% | +41.7% | +74.5% |
| 10Y | +1,198.8% | +317.1% | +881.7% | +760.0% |
| All | +1,901.3% | +224.6% | +1,676.7% | +1,281.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling