-32.6%
APA vs ESI
+197.1%
-229.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -2.6% |
| 7D | -8.7% | -3.5% | -5.3% | -7.4% |
| 30D | -2.4% | -9.3% | +6.8% | +1.4% |
| 3M | +19.0% | -12.8% | +31.8% | +24.4% |
| 6M | +26.8% | -24.6% | +51.4% | +37.8% |
| YTD | +87.3% | +32.7% | +54.6% | +45.6% |
| 1Y | +92.3% | +20.3% | +72.0% | +56.8% |
| 3Y | +37.3% | +80.2% | -42.9% | -12.2% |
| 5Y | +73.2% | +40.0% | +33.2% | +23.8% |
| 10Y | -0.9% | +310.8% | -311.6% | -57.0% |
| All | -32.6% | +197.1% | -229.7% | -63.8% |
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