-32.0%
APP vs ESI
+23.9%
-55.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.6% | +2.1% |
| 7D | +48.9% | +1.8% | +47.1% | +48.5% |
| 30D | +49.4% | -6.6% | +56.0% | +50.7% |
| 3M | +27.0% | -9.4% | +36.4% | +28.5% |
| 6M | -15.4% | -24.1% | +8.7% | -12.5% |
| YTD | -39.9% | +37.1% | -77.1% | -50.7% |
| 1Y | -32.0% | +24.5% | -56.5% | -41.5% |
| All | -32.0% | +23.9% | -55.8% | -41.5% |
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 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