+35.6%
ESI vs ACM
-2.7%
+38.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -8.5% | +5.4% | -13.9% | -11.1% |
| 30D | -15.7% | +15.1% | -30.8% | -22.1% |
| 3M | -18.2% | -10.5% | -7.8% | -14.2% |
| 6M | -28.8% | -19.7% | -9.1% | -20.7% |
| YTD | +26.3% | -28.8% | +55.1% | +50.1% |
| 1Y | +18.2% | -47.9% | +66.1% | +74.1% |
| 3Y | +68.1% | -12.4% | +80.5% | +65.8% |
| All | +35.6% | -2.7% | +38.4% | +19.8% |
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