+14.1%
AGG vs ESI
+312.8%
-298.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -1.1% | -4.6% | +3.6% | -1.0% |
| 30D | -1.1% | -10.5% | +9.4% | -1.0% |
| 3M | -1.9% | -19.8% | +17.9% | -1.7% |
| 6M | -1.7% | +5.8% | -7.5% | -1.8% |
| YTD | -1.3% | +38.3% | -39.6% | -1.7% |
| 1Y | -0.7% | +31.5% | -32.3% | -1.1% |
| 3Y | +12.5% | +80.7% | -68.2% | +11.6% |
| 5Y | -2.5% | +69.4% | -71.9% | -3.3% |
| All | +14.1% | +312.8% | -298.6% | +12.7% |
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 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