+107.2%
APA vs ESI
+27.8%
+79.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.6% | -2.2% | -7.4% |
| 7D | -13.0% | -6.6% | -6.4% | -13.7% |
| 30D | +2.0% | -10.9% | +12.9% | +0.6% |
| 3M | +24.9% | -13.8% | +38.7% | +23.3% |
| 6M | +7.2% | -21.5% | +28.7% | +6.1% |
| YTD | +87.1% | +34.7% | +52.4% | +76.5% |
| 1Y | +107.2% | +24.9% | +82.3% | +98.8% |
| All | +107.2% | +27.8% | +79.3% | +98.8% |
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