+10.0%
APD vs ESI
+28.5%
-18.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -2.0% |
| 7D | -3.7% | -8.5% | +4.9% | -1.6% |
| 30D | +9.6% | -15.7% | +25.3% | +14.0% |
| 3M | +1.6% | -18.2% | +19.9% | +6.2% |
| 6M | +2.2% | -28.8% | +31.0% | +9.8% |
| YTD | +25.9% | +26.3% | -0.4% | +9.8% |
| 1Y | +20.1% | +18.2% | +1.9% | +7.1% |
| 3Y | +12.4% | +68.1% | -55.7% | -16.7% |
| All | +10.0% | +28.5% | -18.5% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling