+120.4%
AS vs ESI
+66.4%
+54.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.6% | +2.4% |
| 7D | -4.9% | +3.3% | -8.2% | -6.2% |
| 30D | -19.6% | -5.9% | -13.7% | -17.9% |
| 3M | -14.4% | -14.1% | -0.3% | -10.6% |
| 6M | -20.1% | +6.6% | -26.7% | -26.3% |
| YTD | -20.9% | +45.0% | -66.0% | -38.3% |
| 1Y | -21.9% | +41.5% | -63.3% | -38.7% |
| All | +120.4% | +66.4% | +54.0% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling