+320.7%
ESI vs ACM
+124.8%
+196.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | +0.6% |
| 7D | +3.9% | -3.7% | +7.6% | +6.2% |
| 30D | -3.8% | -12.7% | +8.9% | +2.7% |
| 3M | -13.1% | -9.8% | -3.3% | -9.7% |
| 6M | +11.3% | -31.4% | +42.7% | +36.1% |
| YTD | +44.1% | -32.1% | +76.2% | +75.2% |
| 1Y | +40.3% | -47.8% | +88.1% | +100.0% |
| 3Y | +84.1% | -22.1% | +106.1% | +102.1% |
| 5Y | +75.8% | +1.8% | +74.0% | +61.9% |
| 10Y | +320.7% | +132.5% | +188.2% | +138.0% |
| All | +320.7% | +124.8% | +196.0% | +138.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling