+575.6%
AU vs ESI
+73.2%
+502.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.2% | -3.0% |
| 7D | -7.0% | -2.3% | -4.7% | -6.4% |
| 30D | +7.3% | -9.0% | +16.3% | +10.0% |
| 3M | +33.2% | -13.3% | +46.5% | +36.9% |
| 6M | -0.6% | +5.3% | -5.9% | -2.7% |
| YTD | +26.2% | +37.6% | -11.5% | +16.8% |
| 1Y | +68.3% | +33.6% | +34.7% | +56.5% |
| All | +575.6% | +73.2% | +502.4% | +423.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling