+137.0%
APO vs ESI
+77.4%
+59.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.7% |
| 7D | +0.1% | +5.4% | -5.3% | -2.7% |
| 30D | +3.9% | -4.2% | +8.1% | +5.9% |
| 3M | +3.8% | -9.6% | +13.4% | +7.1% |
| 6M | +22.3% | +18.3% | +4.0% | +4.9% |
| YTD | -7.8% | +45.8% | -53.6% | -31.9% |
| 1Y | -0.3% | +39.2% | -39.5% | -24.8% |
| 3Y | +57.1% | +86.3% | -29.1% | -6.3% |
| 5Y | +137.0% | +76.2% | +60.7% | +42.4% |
| All | +137.0% | +77.4% | +59.5% | +42.4% |
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 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