+853.3%
APO vs ESI
+318.1%
+535.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +2.1% |
| 7D | +5.8% | +5.5% | +0.2% | +3.0% |
| 30D | +8.9% | -7.8% | +16.6% | +12.1% |
| 3M | -13.6% | -15.0% | +1.4% | -8.1% |
| 6M | -5.4% | -24.9% | +19.5% | +5.1% |
| YTD | -13.6% | +33.2% | -46.9% | -31.5% |
| 1Y | -2.5% | +24.9% | -27.4% | -20.1% |
| 3Y | +50.9% | +77.8% | -26.9% | -0.4% |
| 5Y | +81.4% | +37.1% | +44.3% | +35.5% |
| All | +853.3% | +318.1% | +535.3% | +273.5% |
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 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