-9.9%
AS vs ESI
-29.0%
+19.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.0% | +5.7% | -1.7% |
| 7D | +7.1% | -13.1% | +20.2% | +8.1% |
| 30D | +12.8% | -18.5% | +31.3% | +14.5% |
| 3M | -14.7% | -19.6% | +4.9% | -13.8% |
| 6M | -9.9% | -29.8% | +19.8% | -8.8% |
| All | -9.9% | -29.0% | +19.1% | -8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling