+257.6%
ALAB vs ESI
+41.5%
+216.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -1.9% |
| 7D | +16.3% | +5.5% | +10.8% | +10.8% |
| 30D | -26.1% | -7.8% | -18.4% | -18.2% |
| 3M | -31.3% | -15.0% | -16.3% | -17.4% |
| 6M | -1.0% | -24.9% | +23.9% | +35.6% |
| YTD | +33.3% | +33.2% | +0.1% | +14.3% |
| 1Y | +53.5% | +24.9% | +28.6% | +38.9% |
| All | +257.6% | +41.5% | +216.1% | +201.8% |
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