+250.4%
APP vs ESI
+40.6%
+209.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -1.5% |
| 7D | +10.6% | +8.3% | +2.2% | +5.8% |
| 30D | +44.6% | -10.4% | +55.0% | +51.8% |
| 3M | +29.6% | -13.2% | +42.8% | +36.8% |
| 6M | -19.8% | -23.9% | +4.1% | -11.0% |
| YTD | -41.6% | +34.2% | -75.8% | -60.3% |
| 1Y | -32.7% | +22.2% | -54.9% | -50.8% |
| 3Y | +799.0% | +79.2% | +719.8% | +338.3% |
| 5Y | +250.4% | +38.1% | +212.2% | +106.8% |
| All | +250.4% | +40.6% | +209.7% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling