+124.8%
AA vs ESI
+307.6%
-182.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +3.0% | +3.2% |
| 7D | +1.7% | +5.4% | -3.7% | -2.0% |
| 30D | +3.3% | -4.2% | +7.5% | +5.8% |
| 3M | -29.4% | -9.6% | -19.8% | -26.4% |
| 6M | -12.8% | +18.3% | -31.1% | -26.8% |
| YTD | -2.1% | +45.8% | -48.0% | -30.5% |
| 1Y | +62.8% | +39.2% | +23.6% | +19.1% |
| 3Y | +90.5% | +86.3% | +4.2% | +11.2% |
| 5Y | +19.1% | +76.2% | -57.1% | -28.7% |
| 10Y | +124.8% | +306.8% | -182.0% | -22.0% |
| All | +124.8% | +307.6% | -182.8% | -22.0% |
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