+365.7%
ALAB vs ESI
+54.9%
+310.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.5% | -7.5% |
| 7D | +3.2% | +5.4% | -2.2% | -1.5% |
| 30D | -13.6% | -4.2% | -9.4% | -9.8% |
| 3M | -16.6% | -9.6% | -7.0% | -6.1% |
| 6M | +142.3% | +18.3% | +124.0% | +122.6% |
| YTD | +73.6% | +45.8% | +27.8% | +32.6% |
| 1Y | +33.7% | +39.2% | -5.5% | +6.7% |
| All | +365.7% | +54.9% | +310.8% | +250.2% |
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