+12.4%
AA vs ESI
+74.4%
-62.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.2% |
| 7D | -0.6% | +3.9% | -4.5% | -3.2% |
| 30D | -1.6% | -3.8% | +2.2% | +0.5% |
| 3M | -29.8% | -13.1% | -16.7% | -24.9% |
| 6M | -16.6% | +11.3% | -28.0% | -27.5% |
| YTD | -4.0% | +44.1% | -48.1% | -33.1% |
| 1Y | +63.5% | +40.3% | +23.2% | +15.7% |
| 3Y | +86.8% | +84.1% | +2.7% | +3.1% |
| 5Y | +12.4% | +75.8% | -63.4% | -43.1% |
| All | +12.4% | +74.4% | -62.1% | -43.1% |
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 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