+174.6%
ARM vs ESI
+66.6%
+108.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +3.0% |
| 7D | -15.2% | -8.5% | -6.7% | -7.5% |
| 30D | -40.7% | -15.7% | -25.0% | -30.1% |
| 3M | -39.1% | -18.2% | -20.8% | -25.7% |
| 6M | -26.4% | -28.8% | +2.4% | +1.0% |
| YTD | +59.7% | +26.3% | +33.5% | +30.9% |
| 1Y | +10.3% | +18.2% | -7.9% | -4.7% |
| 3Y | +228.9% | +68.1% | +160.7% | +97.9% |
| All | +174.6% | +66.6% | +108.0% | +74.2% |
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