+207.4%
ALAB vs ESI
+34.1%
+173.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.3% | +4.4% |
| 7D | -26.3% | -8.5% | -17.8% | -18.6% |
| 30D | -50.1% | -15.7% | -34.5% | -39.9% |
| 3M | -42.5% | -18.2% | -24.2% | -28.3% |
| 6M | -10.8% | -28.8% | +18.0% | +28.5% |
| YTD | +14.6% | +26.3% | -11.6% | +3.1% |
| 1Y | +17.1% | +18.2% | -1.1% | +11.6% |
| All | +207.4% | +34.1% | +173.4% | +172.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling