-35.6%
APA vs ESI
+224.6%
-260.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.9% | -6.1% | -4.6% |
| 7D | +0.5% | +3.3% | -2.8% | -1.2% |
| 30D | +23.4% | -5.9% | +29.3% | +26.3% |
| 3M | +12.7% | -14.1% | +26.8% | +17.5% |
| 6M | +39.4% | +6.6% | +32.8% | +25.5% |
| YTD | +79.0% | +45.0% | +33.9% | +35.3% |
| 1Y | +88.8% | +41.5% | +47.4% | +43.5% |
| 3Y | +6.4% | +78.8% | -72.4% | -30.6% |
| 5Y | +153.0% | +70.9% | +82.1% | +65.7% |
| 10Y | +7.5% | +317.1% | -309.5% | -53.7% |
| All | -35.6% | +224.6% | -260.3% | -66.4% |
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 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