+672.3%
AU vs ESI
+312.8%
+359.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -4.3% | -4.6% | +0.4% | -3.7% |
| 30D | +7.3% | -10.5% | +17.8% | +8.7% |
| 3M | +26.3% | -19.8% | +46.1% | +29.3% |
| 6M | +1.8% | +5.8% | -4.0% | +1.1% |
| YTD | +26.8% | +38.3% | -11.5% | +23.2% |
| 1Y | +66.7% | +31.5% | +35.2% | +62.5% |
| 3Y | +579.1% | +80.7% | +498.4% | +544.3% |
| 5Y | +689.3% | +69.4% | +619.9% | +642.5% |
| All | +672.3% | +312.8% | +359.5% | +572.8% |
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 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