+114.2%
APA vs ESI
+38.0%
+76.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.1% | +2.9% |
| 7D | +0.3% | +3.9% | -3.6% | +0.6% |
| 30D | +9.3% | -3.8% | +13.1% | +9.1% |
| 3M | +23.3% | -13.1% | +36.5% | +23.0% |
| 6M | +39.5% | +11.3% | +28.1% | +36.7% |
| YTD | +87.6% | +44.1% | +43.5% | +69.4% |
| 1Y | +114.2% | +40.3% | +73.9% | +92.7% |
| All | +114.2% | +38.0% | +76.2% | +92.7% |
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 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