+166.1%
APA vs ESI
+77.4%
+88.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.3% | +1.6% |
| 7D | -1.7% | +5.4% | -7.1% | -3.6% |
| 30D | +15.7% | -4.2% | +19.9% | +17.1% |
| 3M | +16.5% | -9.6% | +26.1% | +17.8% |
| 6M | +35.1% | +18.3% | +16.8% | +16.3% |
| YTD | +82.2% | +45.8% | +36.4% | +37.8% |
| 1Y | +102.5% | +39.2% | +63.3% | +55.7% |
| 3Y | +10.3% | +86.3% | -76.0% | -31.3% |
| 5Y | +166.1% | +76.2% | +89.9% | +56.2% |
| All | +166.1% | +77.4% | +88.7% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling