+446.2%
APP vs ESI
+69.8%
+376.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -8.0% | +39.1% | +35.2% |
| 7D | +39.7% | -13.1% | +52.8% | +48.7% |
| 30D | +27.7% | -18.5% | +46.2% | +40.4% |
| 3M | -14.8% | -19.6% | +4.8% | -6.9% |
| 6M | -25.5% | -29.8% | +4.3% | -14.8% |
| YTD | -47.2% | +23.9% | -71.0% | -61.1% |
| 1Y | -42.3% | +15.0% | -57.3% | -55.3% |
| 3Y | +806.8% | +64.3% | +742.5% | +409.5% |
| 5Y | +261.6% | +26.3% | +235.3% | +121.7% |
| All | +446.2% | +69.8% | +376.4% | +219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling