+41.8%
AR vs ESI
+307.6%
-265.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.1% |
| 7D | -1.8% | +5.4% | -7.2% | -4.4% |
| 30D | +12.6% | -4.2% | +16.8% | +14.4% |
| 3M | +10.0% | -9.6% | +19.6% | +12.2% |
| 6M | +0.6% | +18.3% | -17.7% | -14.4% |
| YTD | +13.4% | +45.8% | -32.4% | -16.1% |
| 1Y | +21.7% | +39.2% | -17.4% | -8.2% |
| 3Y | +45.8% | +86.3% | -40.4% | -11.1% |
| 5Y | +144.3% | +76.2% | +68.0% | +49.9% |
| 10Y | +41.8% | +306.8% | -265.0% | -45.4% |
| All | +41.8% | +307.6% | -265.8% | -45.4% |
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 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