+2,130.1%
AAPL vs ESI
+198.2%
+1,931.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +4.1% | +5.5% | -1.4% | +2.8% |
| 30D | +4.0% | -7.8% | +11.7% | +5.5% |
| 3M | +16.8% | -15.0% | +31.8% | +20.4% |
| 6M | +19.4% | -24.9% | +44.3% | +25.3% |
| YTD | +31.5% | +33.2% | -1.7% | +17.5% |
| 1Y | +31.0% | +24.9% | +6.0% | +18.8% |
| 3Y | +95.3% | +77.8% | +17.5% | +59.3% |
| 5Y | +143.4% | +37.1% | +106.2% | +108.6% |
| 10Y | +1,330.5% | +320.5% | +1,010.0% | +852.5% |
| All | +2,130.1% | +198.2% | +1,931.8% | +1,459.4% |
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