-14.8%
AA vs ESI
+28.5%
-43.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +1.7% |
| 7D | +0.9% | -8.5% | +9.4% | +6.5% |
| 30D | -6.7% | -15.7% | +9.0% | +3.6% |
| 3M | -16.3% | -18.2% | +1.9% | -6.2% |
| 6M | -37.1% | -28.8% | -8.3% | -24.2% |
| YTD | -25.0% | +26.3% | -51.3% | -44.1% |
| 1Y | +8.6% | +18.2% | -9.7% | -14.9% |
| 3Y | +57.2% | +68.1% | -10.9% | -11.0% |
| All | -14.8% | +28.5% | -43.3% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling