-35.9%
APP vs ESI
+44.5%
-80.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.7% |
| 7D | +0.9% | +3.3% | -2.4% | +0.3% |
| 30D | -23.3% | -5.9% | -17.4% | -22.5% |
| 3M | -42.6% | -14.1% | -28.6% | -41.8% |
| 6M | -33.6% | +6.6% | -40.2% | -38.4% |
| YTD | -52.4% | +45.0% | -97.5% | -59.8% |
| 1Y | -35.9% | +41.5% | -77.3% | -45.7% |
| All | -35.9% | +44.5% | -80.4% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling