+105.2%
APA vs ESI
+21.7%
+83.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +1.8% |
| 7D | +9.6% | +8.3% | +1.3% | +10.5% |
| 30D | -0.2% | -10.4% | +10.2% | -1.5% |
| 3M | +19.8% | -13.2% | +33.0% | +18.4% |
| 6M | +30.1% | -23.9% | +53.9% | +28.5% |
| YTD | +100.4% | +34.2% | +66.2% | +86.9% |
| 1Y | +105.2% | +22.2% | +83.0% | +95.7% |
| All | +105.2% | +21.7% | +83.5% | +95.7% |
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