+16.4%
APH vs ESI
+27.8%
-11.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.6% | -1.5% | -3.8% |
| 7D | -2.4% | -6.6% | +4.2% | +1.1% |
| 30D | -9.5% | -10.9% | +1.5% | -4.1% |
| 3M | -7.6% | -13.8% | +6.2% | -0.9% |
| 6M | +12.4% | -21.5% | +33.9% | +24.5% |
| YTD | +17.5% | +34.7% | -17.2% | +0.1% |
| 1Y | +16.4% | +24.9% | -8.5% | +3.4% |
| All | +16.4% | +27.8% | -11.4% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling