+297.6%
APD vs ESI
+224.6%
+73.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.7% |
| 7D | -2.2% | +3.3% | -5.5% | -3.0% |
| 30D | +2.1% | -5.9% | +8.0% | +3.4% |
| 3M | +7.2% | -14.1% | +21.3% | +10.1% |
| 6M | +11.2% | +6.6% | +4.7% | +7.1% |
| YTD | +24.4% | +45.0% | -20.6% | +10.2% |
| 1Y | +6.7% | +41.5% | -34.8% | -5.2% |
| 3Y | +9.2% | +78.8% | -69.5% | -10.3% |
| 5Y | +27.4% | +70.9% | -43.5% | +4.2% |
| 10Y | +164.8% | +317.1% | -152.2% | +69.8% |
| All | +297.6% | +224.6% | +73.0% | +176.8% |
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