+5.8%
APD vs ESI
+39.5%
-33.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.2% |
| 7D | -2.5% | +5.4% | -7.9% | -2.9% |
| 30D | -1.9% | -4.2% | +2.3% | -1.6% |
| 3M | +8.2% | -9.6% | +17.8% | +8.7% |
| 6M | +10.7% | +18.3% | -7.6% | +6.5% |
| YTD | +22.9% | +45.8% | -22.9% | +10.5% |
| 1Y | +5.8% | +39.2% | -33.4% | -4.6% |
| All | +5.8% | +39.5% | -33.7% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling