+611.8%
APO vs ESI
+197.1%
+414.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.1% |
| 6M | -7.5% | -24.6% | +17.1% | +0.3% |
| YTD | -14.5% | +32.7% | -47.3% | -27.2% |
| 1Y | -6.2% | +20.3% | -26.5% | -17.0% |
| 3Y | +51.9% | +80.2% | -28.3% | +13.8% |
| 5Y | +76.5% | +40.0% | +36.5% | +44.4% |
| 10Y | +895.2% | +310.8% | +584.5% | +459.0% |
| All | +611.8% | +197.1% | +414.6% | +338.5% |
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 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