+653.5%
APP vs ESI
+79.8%
+573.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +0.9% |
| 7D | +0.9% | +3.3% | -2.4% | -0.7% |
| 30D | -23.3% | -5.9% | -17.4% | -21.4% |
| 3M | -42.6% | -14.1% | -28.6% | -39.9% |
| 6M | -33.6% | +6.6% | -40.2% | -40.6% |
| YTD | -52.4% | +45.0% | -97.5% | -65.7% |
| 1Y | -35.9% | +41.5% | -77.3% | -53.6% |
| All | +653.5% | +79.8% | +573.8% | +330.4% |
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