+96.9%
AU vs ESI
+44.5%
+52.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.3% | -3.5% |
| 7D | -3.6% | +3.3% | -7.0% | -4.9% |
| 30D | +23.9% | -5.9% | +29.7% | +26.5% |
| 3M | +19.1% | -14.1% | +33.2% | +24.1% |
| 6M | -0.2% | +6.6% | -6.7% | -6.4% |
| YTD | +32.5% | +45.0% | -12.6% | +9.6% |
| 1Y | +96.9% | +41.5% | +55.5% | +65.4% |
| All | +96.9% | +44.5% | +52.4% | +65.4% |
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