+391.7%
APP vs ESI
+98.8%
+292.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +0.5% |
| 7D | +0.9% | +3.3% | -2.4% | -1.2% |
| 30D | -23.3% | -5.9% | -17.4% | -20.9% |
| 3M | -42.6% | -14.1% | -28.6% | -39.2% |
| 6M | -33.6% | +6.6% | -40.2% | -41.5% |
| YTD | -52.4% | +45.0% | -97.5% | -66.9% |
| 1Y | -35.9% | +41.5% | -77.3% | -55.3% |
| 3Y | +642.2% | +78.8% | +563.4% | +317.0% |
| 5Y | +311.1% | +70.9% | +240.2% | +135.0% |
| All | +391.7% | +98.8% | +292.9% | +171.9% |
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