+92.3%
AA vs ESI
+182.6%
-90.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +1.9% |
| 7D | +0.9% | -8.5% | +9.4% | +5.6% |
| 30D | -6.7% | -15.7% | +9.0% | +1.8% |
| 3M | -16.3% | -18.2% | +1.9% | -7.9% |
| 6M | -37.1% | -28.8% | -8.3% | -26.4% |
| YTD | -25.0% | +26.3% | -51.3% | -37.9% |
| 1Y | +8.6% | +18.2% | -9.7% | -6.9% |
| 3Y | +57.2% | +68.1% | -10.9% | +11.2% |
| 5Y | -13.0% | +28.8% | -41.8% | -29.5% |
| 10Y | +65.5% | +329.8% | -264.3% | -20.6% |
| All | +92.3% | +182.6% | -90.4% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling