+355.9%
APH vs ESI
+72.3%
+283.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.1% | -0.6% |
| 7D | +5.0% | +3.3% | +1.6% | +3.2% |
| 30D | -3.9% | -5.9% | +2.0% | -1.0% |
| 3M | +13.0% | -14.1% | +27.1% | +21.2% |
| 6M | +25.2% | +6.6% | +18.6% | +18.8% |
| YTD | +22.9% | +45.0% | -22.1% | -0.9% |
| 1Y | +47.8% | +41.5% | +6.4% | +19.8% |
| 3Y | +283.0% | +78.8% | +204.3% | +167.6% |
| All | +355.9% | +72.3% | +283.6% | +209.5% |
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