+44.4%
ALAB vs ESI
+21.7%
+22.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.8% | +1.1% |
| 7D | +26.9% | +8.3% | +18.6% | +16.6% |
| 30D | -30.0% | -10.4% | -19.6% | -19.2% |
| 3M | -28.5% | -13.2% | -15.4% | -14.6% |
| 6M | +11.4% | -23.9% | +35.3% | +53.6% |
| YTD | +36.9% | +34.2% | +2.7% | +23.4% |
| 1Y | +44.4% | +22.2% | +22.1% | +40.9% |
| All | +44.4% | +21.7% | +22.7% | +40.9% |
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 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