-15.4%
APP vs ESI
-23.0%
+7.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.6% | +2.9% |
| 7D | +48.9% | +1.8% | +47.1% | +49.4% |
| 30D | +49.4% | -6.6% | +56.0% | +49.9% |
| 3M | +27.0% | -9.4% | +36.4% | +27.5% |
| 6M | -15.4% | -24.1% | +8.7% | -15.9% |
| All | -15.4% | -23.0% | +7.6% | -15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling