+310.5%
APD vs ESI
+197.1%
+113.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +0.8% |
| 7D | -1.6% | -3.5% | +1.9% | -0.9% |
| 30D | +10.6% | -9.3% | +19.9% | +12.7% |
| 3M | +2.5% | -12.8% | +15.3% | +5.1% |
| 6M | +6.0% | -24.6% | +30.6% | +11.5% |
| YTD | +28.4% | +32.7% | -4.3% | +15.5% |
| 1Y | +22.2% | +20.3% | +1.9% | +12.5% |
| 3Y | +26.6% | +80.2% | -53.6% | +3.0% |
| 5Y | +11.8% | +40.0% | -28.2% | -4.5% |
| 10Y | +187.8% | +310.8% | -123.0% | +85.7% |
| All | +310.5% | +197.1% | +113.4% | +190.2% |
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