+757.1%
APH vs ESI
+224.6%
+532.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.6% | -49.3% | -48.3% |
| 7D | -48.7% | -1.2% | -47.5% | -48.7% |
| 30D | -51.9% | -5.9% | -46.1% | -51.2% |
| 3M | -43.6% | -14.1% | -29.5% | -41.1% |
| 6M | -37.5% | +6.6% | -44.1% | -39.4% |
| YTD | -38.6% | +45.0% | -83.7% | -45.9% |
| 1Y | -26.3% | +41.5% | -67.8% | -34.8% |
| 3Y | +89.2% | +78.8% | +10.4% | +55.5% |
| 5Y | +119.8% | +70.9% | +48.9% | +81.1% |
| 10Y | +454.3% | +317.1% | +137.2% | +262.2% |
| All | +757.1% | +224.6% | +532.5% | +512.3% |
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