+41.6%
AA vs ESI
+318.1%
-276.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.3% |
| 7D | +0.5% | +5.5% | -5.0% | -3.0% |
| 30D | -0.6% | -7.8% | +7.2% | +4.4% |
| 3M | -19.7% | -15.0% | -4.6% | -11.6% |
| 6M | -41.6% | -24.9% | -16.7% | -31.5% |
| YTD | -24.6% | +33.2% | -57.9% | -44.2% |
| 1Y | +4.9% | +24.9% | -20.1% | -18.8% |
| 3Y | +66.8% | +77.8% | -10.9% | -1.9% |
| 5Y | -19.4% | +37.1% | -56.6% | -43.7% |
| All | +41.6% | +318.1% | -276.5% | -47.1% |
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