+883.4%
APH vs ESI
+312.6%
+570.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.2% | +3.3% |
| 7D | -5.9% | -8.5% | +2.6% | -1.9% |
| 30D | -14.8% | -15.7% | +0.9% | -7.9% |
| 3M | -12.4% | -18.2% | +5.8% | -4.2% |
| 6M | +8.1% | -28.8% | +36.9% | +24.4% |
| YTD | +10.9% | +26.3% | -15.3% | -1.0% |
| 1Y | +8.8% | +18.2% | -9.5% | -0.3% |
| 3Y | +262.1% | +68.1% | +194.0% | +181.5% |
| 5Y | +283.1% | +28.8% | +254.4% | +224.0% |
| All | +883.4% | +312.6% | +570.8% | +463.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling