+1,476.8%
APH vs ESI
+177.3%
+1,299.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -8.0% | -1.3% | -6.7% |
| 7D | -12.7% | -13.1% | +0.4% | -8.5% |
| 30D | -19.2% | -18.5% | -0.7% | -13.5% |
| 3M | -16.7% | -19.6% | +2.9% | -10.5% |
| 6M | +5.1% | -29.8% | +34.9% | +17.3% |
| YTD | +6.6% | +23.9% | -17.3% | -0.6% |
| 1Y | +3.9% | +15.0% | -11.1% | -0.9% |
| 3Y | +246.0% | +64.3% | +181.7% | +195.1% |
| 5Y | +268.0% | +26.3% | +241.6% | +232.4% |
| 10Y | +868.2% | +321.7% | +546.5% | +556.7% |
| All | +1,476.8% | +177.3% | +1,299.5% | +1,092.7% |
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