+24.5%
ALAB vs ESI
+27.8%
-3.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.6% | +0.2% | +0.6% |
| 7D | -24.9% | -6.6% | -18.3% | -18.9% |
| 30D | -38.4% | -10.9% | -27.5% | -29.6% |
| 3M | -38.3% | -13.8% | -24.4% | -26.8% |
| 6M | +10.9% | -21.5% | +32.5% | +47.4% |
| YTD | +34.2% | +34.7% | -0.5% | +16.5% |
| 1Y | +24.5% | +24.9% | -0.4% | +16.6% |
| All | +24.5% | +27.8% | -3.3% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling