+236.1%
ALNY vs ESI
+312.8%
-76.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -6.5% | -4.6% | -1.9% | -5.3% |
| 30D | +11.0% | -10.5% | +21.6% | +14.2% |
| 3M | -14.1% | -19.8% | +5.7% | -9.8% |
| 6M | -22.4% | +5.8% | -28.2% | -26.0% |
| YTD | -37.5% | +38.3% | -75.8% | -45.3% |
| 1Y | -46.9% | +31.5% | -78.4% | -53.2% |
| 3Y | +22.1% | +80.7% | -58.6% | -6.2% |
| 5Y | +31.2% | +69.4% | -38.2% | +0.3% |
| All | +236.1% | +312.8% | -76.7% | +44.8% |
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