-26.4%
APP vs ESI
+21.7%
-48.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +3.9% |
| 7D | +4.6% | +5.5% | -0.9% | +4.4% |
| 30D | +56.0% | -7.8% | +63.8% | +57.2% |
| 3M | +30.8% | -15.0% | +45.9% | +33.4% |
| 6M | -9.8% | -24.9% | +15.1% | -7.2% |
| YTD | -39.3% | +33.2% | -72.5% | -49.2% |
| 1Y | -26.4% | +24.9% | -51.4% | -36.9% |
| All | -26.4% | +21.7% | -48.1% | -36.9% |
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