+36.1%
ALNY vs ES
-4.5%
+40.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | +18.9% | -1.0% | +19.9% | +19.1% |
| 3M | -13.3% | +1.5% | -14.8% | -13.6% |
| 6M | -20.3% | -3.5% | -16.8% | -19.6% |
| YTD | -35.1% | +7.0% | -42.1% | -36.3% |
| 1Y | -46.5% | +15.3% | -61.8% | -49.0% |
| 3Y | +28.1% | +30.2% | -2.1% | +16.0% |
| 5Y | +36.1% | -4.3% | +40.4% | +38.2% |
| All | +36.1% | -4.5% | +40.6% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling