+103.4%
AA vs ESI
+197.1%
-93.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.1% | +0.6% | +3.0% |
| 7D | +4.8% | -3.5% | +8.3% | +6.6% |
| 30D | -0.6% | -9.3% | +8.6% | +4.3% |
| 3M | -16.3% | -12.8% | -3.5% | -10.9% |
| 6M | -33.4% | -24.6% | -8.8% | -24.3% |
| YTD | -20.7% | +32.7% | -53.4% | -36.1% |
| 1Y | +12.9% | +20.3% | -7.4% | -3.9% |
| 3Y | +75.7% | +80.2% | -4.5% | +19.8% |
| 5Y | -6.8% | +40.0% | -46.8% | -27.5% |
| 10Y | +53.6% | +310.8% | -257.1% | -26.1% |
| All | +103.4% | +197.1% | -93.8% | +9.9% |
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