+48.1%
APA vs ESI
+79.1%
-31.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.8% |
| 7D | +8.5% | +5.5% | +3.0% | +7.2% |
| 30D | +2.8% | -7.8% | +10.5% | +4.3% |
| 3M | +21.7% | -15.0% | +36.7% | +25.5% |
| 6M | +32.6% | -24.9% | +57.5% | +39.6% |
| YTD | +103.7% | +33.2% | +70.5% | +60.3% |
| 1Y | +101.8% | +24.9% | +76.9% | +63.9% |
| 3Y | +48.1% | +77.8% | -29.7% | -9.4% |
| All | +48.1% | +79.1% | -31.0% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling