+302.3%
APD vs ESI
+182.6%
+119.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -2.0% |
| 7D | -3.7% | -8.5% | +4.9% | -1.7% |
| 30D | +9.6% | -15.7% | +25.3% | +13.7% |
| 3M | +1.6% | -18.2% | +19.9% | +5.8% |
| 6M | +2.2% | -28.8% | +31.0% | +9.0% |
| YTD | +25.9% | +26.3% | -0.4% | +14.6% |
| 1Y | +20.1% | +18.2% | +1.9% | +11.1% |
| 3Y | +12.4% | +68.1% | -55.7% | -6.9% |
| 5Y | +11.1% | +28.8% | -17.6% | -3.2% |
| 10Y | +190.1% | +329.8% | -139.7% | +86.7% |
| All | +302.3% | +182.6% | +119.7% | +187.8% |
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