+12.8%
AR vs ESI
+21.7%
-8.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | 0.0% |
| 7D | +7.4% | +5.5% | +1.9% | +7.7% |
| 30D | +5.8% | -7.8% | +13.5% | +5.2% |
| 3M | +5.2% | -15.0% | +20.2% | +4.2% |
| 6M | +5.4% | -24.9% | +30.3% | +4.3% |
| YTD | +12.4% | +33.2% | -20.8% | +5.3% |
| 1Y | +12.8% | +24.9% | -12.1% | +7.9% |
| All | +12.8% | +21.7% | -8.9% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling