+51.9%
APO vs ESI
+77.3%
-25.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.1% | -0.5% | +2.7% |
| 7D | +2.3% | -3.5% | +5.8% | +3.3% |
| 30D | +3.0% | -9.3% | +12.2% | +6.1% |
| 3M | -3.7% | -12.8% | +9.1% | +0.3% |
| 6M | -7.5% | -24.6% | +17.1% | +0.9% |
| YTD | -14.5% | +32.7% | -47.3% | -33.0% |
| 1Y | -6.2% | +20.3% | -26.5% | -22.3% |
| 3Y | +51.9% | +80.2% | -28.3% | +3.4% |
| All | +51.9% | +77.3% | -25.4% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling