-32.5%
APA vs ESI
+182.6%
-215.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +1.7% |
| 7D | -15.5% | -8.5% | -7.0% | -12.0% |
| 30D | +2.4% | -15.7% | +18.0% | +10.2% |
| 3M | +22.8% | -18.2% | +41.0% | +32.4% |
| 6M | +17.9% | -28.8% | +46.8% | +31.8% |
| YTD | +87.7% | +26.3% | +61.4% | +49.5% |
| 1Y | +94.2% | +18.2% | +76.0% | +59.4% |
| 3Y | +27.2% | +68.1% | -40.9% | -15.8% |
| 5Y | +74.1% | +28.8% | +45.4% | +29.6% |
| 10Y | +2.6% | +329.8% | -327.2% | -55.8% |
| All | -32.5% | +182.6% | -215.1% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling