+41.5%
ESI vs ACM
-45.8%
+87.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +3.3% | -3.7% | +7.1% | +4.3% |
| 30D | -5.9% | -11.1% | +5.2% | -2.7% |
| 3M | -14.1% | -8.0% | -6.1% | -12.2% |
| 6M | +6.6% | -29.7% | +36.2% | +20.7% |
| YTD | +45.0% | -29.4% | +74.4% | +62.6% |
| 1Y | +41.5% | -46.4% | +87.9% | +77.6% |
| All | +41.5% | -45.8% | +87.2% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling