+45.0%
AA vs ESI
+306.3%
-261.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.0% |
| 7D | +1.2% | -6.6% | +7.9% | +5.8% |
| 30D | -5.0% | -9.8% | +4.8% | +1.3% |
| 3M | -22.2% | -11.9% | -10.3% | -16.6% |
| 6M | -36.3% | -25.1% | -11.2% | -25.3% |
| YTD | -24.2% | +31.9% | -56.1% | -43.4% |
| 1Y | +3.9% | +19.2% | -15.3% | -16.7% |
| 3Y | +67.6% | +76.2% | -8.6% | -0.8% |
| 5Y | -8.8% | +39.4% | -48.2% | -36.9% |
| 10Y | +45.0% | +304.9% | -259.9% | -42.3% |
| All | +45.0% | +306.3% | -261.3% | -42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling