+374.2%
AU vs ESI
+36.5%
+337.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -7.2% | +5.5% | -12.7% | -8.5% |
| 30D | -2.9% | -7.8% | +4.9% | -1.0% |
| 3M | -8.7% | -15.0% | +6.3% | -5.1% |
| 6M | -14.1% | -24.9% | +10.8% | -8.6% |
| YTD | +4.8% | +33.2% | -28.4% | -2.3% |
| 1Y | +11.9% | +24.9% | -13.1% | +5.6% |
| 3Y | +513.8% | +77.8% | +436.1% | +425.4% |
| All | +374.2% | +36.5% | +337.7% | +246.4% |
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 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