+300.6%
APH vs ESI
+44.9%
+255.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -2.9% |
| 7D | +0.4% | +1.8% | -1.4% | -0.4% |
| 30D | -8.0% | -6.6% | -1.4% | -4.4% |
| 3M | -5.0% | -9.4% | +4.4% | 0.0% |
| 6M | +29.9% | -24.1% | +54.0% | +48.4% |
| YTD | +18.0% | +37.1% | -19.2% | -2.4% |
| 1Y | +11.3% | +24.5% | -13.2% | -3.3% |
| 3Y | +274.9% | +83.2% | +191.8% | +156.3% |
| 5Y | +300.6% | +44.0% | +256.6% | +205.5% |
| All | +300.6% | +44.9% | +255.7% | +205.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling