+76.2%
ESI vs ACM
+4.8%
+71.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | +5.4% | -0.3% | +5.7% | +5.5% |
| 30D | -4.2% | -12.9% | +8.7% | +2.4% |
| 3M | -9.6% | -6.4% | -3.2% | -8.1% |
| 6M | +18.3% | -29.2% | +47.5% | +42.7% |
| YTD | +45.8% | -29.9% | +75.8% | +74.6% |
| 1Y | +39.2% | -47.3% | +86.4% | +100.6% |
| 3Y | +86.3% | -19.6% | +105.9% | +96.9% |
| 5Y | +76.2% | +5.5% | +70.7% | +58.0% |
| All | +76.2% | +4.8% | +71.4% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling