+500.0%
APP vs ESI
+73.0%
+427.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.9% | +7.9% | +8.9% |
| 7D | +71.2% | -8.5% | +79.7% | +77.0% |
| 30D | +39.1% | -15.7% | +54.7% | +50.2% |
| 3M | +16.5% | -18.2% | +34.8% | +26.4% |
| 6M | -16.6% | -28.8% | +12.3% | -5.1% |
| YTD | -41.9% | +26.3% | -68.2% | -57.7% |
| 1Y | -37.0% | +18.2% | -55.3% | -52.0% |
| 3Y | +892.4% | +68.1% | +824.3% | +451.0% |
| 5Y | +297.3% | +28.8% | +268.5% | +141.3% |
| All | +500.0% | +73.0% | +427.0% | +248.2% |
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