+29.0%
APD vs ESI
+80.4%
-51.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.5% | +0.7% |
| 7D | +2.2% | +8.3% | -6.2% | +0.8% |
| 30D | +9.4% | -10.4% | +19.9% | +11.2% |
| 3M | +4.7% | -13.2% | +17.8% | +6.7% |
| 6M | +5.5% | -23.9% | +29.4% | +9.6% |
| YTD | +31.4% | +34.2% | -2.8% | +16.5% |
| 1Y | +24.1% | +22.2% | +1.9% | +12.8% |
| All | +29.0% | +80.4% | -51.4% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling