+546.0%
AU vs ESI
+198.2%
+347.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -7.2% | +5.5% | -12.7% | -7.8% |
| 30D | -2.9% | -7.8% | +4.9% | -1.9% |
| 3M | -8.7% | -15.0% | +6.3% | -6.9% |
| 6M | -14.1% | -24.9% | +10.8% | -11.4% |
| YTD | +4.8% | +33.2% | -28.4% | +1.6% |
| 1Y | +11.9% | +24.9% | -13.1% | +9.1% |
| 3Y | +513.8% | +77.8% | +436.1% | +475.2% |
| 5Y | +379.3% | +37.1% | +342.1% | +353.1% |
| 10Y | +837.1% | +320.5% | +516.6% | +671.3% |
| All | +546.0% | +198.2% | +347.8% | +471.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling