+803.2%
APP vs ESI
+78.7%
+724.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.3% |
| 7D | +61.1% | -6.6% | +67.7% | +63.8% |
| 30D | +42.8% | -9.8% | +52.6% | +47.2% |
| 3M | +16.7% | -11.9% | +28.6% | +20.4% |
| 6M | -15.6% | -25.1% | +9.5% | -8.3% |
| YTD | -41.3% | +31.9% | -73.2% | -56.6% |
| 1Y | -39.3% | +19.2% | -58.5% | -51.9% |
| 3Y | +803.2% | +76.2% | +727.0% | +406.5% |
| All | +803.2% | +78.7% | +724.5% | +406.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling