+685.3%
AU vs ESI
+66.0%
+619.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.2% | -3.2% |
| 7D | -7.0% | -2.3% | -4.7% | -6.4% |
| 30D | +7.3% | -9.0% | +16.3% | +9.7% |
| 3M | +33.2% | -13.3% | +46.5% | +36.7% |
| 6M | -0.6% | +5.3% | -5.9% | -2.4% |
| YTD | +26.2% | +37.6% | -11.5% | +17.4% |
| 1Y | +68.3% | +33.6% | +34.7% | +57.3% |
| 3Y | +592.1% | +75.8% | +516.3% | +500.2% |
| 5Y | +685.3% | +68.6% | +616.7% | +551.6% |
| All | +685.3% | +66.0% | +619.3% | +551.6% |
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