+214.2%
ARM vs ESI
+77.1%
+137.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | +0.2% |
| 7D | +19.8% | +8.3% | +11.5% | +11.7% |
| 30D | -21.8% | -10.4% | -11.3% | -12.6% |
| 3M | -26.5% | -13.2% | -13.3% | -15.0% |
| 6M | -3.9% | -23.9% | +20.0% | +24.3% |
| YTD | +82.8% | +34.2% | +48.6% | +42.1% |
| 1Y | +34.3% | +22.2% | +12.1% | +13.1% |
| 3Y | +282.2% | +79.2% | +203.0% | +117.7% |
| All | +214.2% | +77.1% | +137.1% | +89.0% |
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