+527.5%
APP vs ESI
+82.6%
+444.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.3% |
| 7D | +4.6% | +5.5% | -0.9% | +1.7% |
| 30D | +56.0% | -7.8% | +63.8% | +60.5% |
| 3M | +30.8% | -15.0% | +45.9% | +39.4% |
| 6M | -9.8% | -24.9% | +15.1% | +0.4% |
| YTD | -39.3% | +33.2% | -72.5% | -57.0% |
| 1Y | -26.4% | +24.9% | -51.4% | -45.6% |
| 3Y | +887.9% | +77.8% | +810.2% | +432.4% |
| 5Y | +264.1% | +37.1% | +227.0% | +115.1% |
| All | +527.5% | +82.6% | +444.9% | +254.0% |
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