+234.5%
ALNY vs ES
+83.3%
+151.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.6% |
| 7D | -6.4% | -3.5% | -3.0% | -5.7% |
| 30D | +11.9% | -3.0% | +14.9% | +12.6% |
| 3M | -15.0% | -0.3% | -14.7% | -14.9% |
| 6M | -23.2% | -5.2% | -18.1% | -22.4% |
| YTD | -37.8% | +4.8% | -42.5% | -38.4% |
| 1Y | -47.3% | +12.7% | -60.0% | -48.9% |
| 3Y | +22.9% | +27.5% | -4.6% | +14.5% |
| 5Y | +30.6% | -4.7% | +35.3% | +29.0% |
| All | +234.5% | +83.3% | +151.2% | +255.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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