+224.6%
ESI vs ACM
+112.2%
+112.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.2% |
| 7D | +3.3% | -3.7% | +7.1% | +5.7% |
| 30D | -5.9% | -11.1% | +5.2% | -0.3% |
| 3M | -14.1% | -8.0% | -6.1% | -11.5% |
| 6M | +6.6% | -29.7% | +36.2% | +29.4% |
| YTD | +45.0% | -29.4% | +74.4% | +73.5% |
| 1Y | +41.5% | -46.4% | +87.9% | +101.3% |
| 3Y | +78.8% | -22.3% | +101.1% | +97.6% |
| 5Y | +70.9% | +4.5% | +66.4% | +53.7% |
| 10Y | +317.1% | +127.6% | +189.4% | +105.3% |
| All | +224.6% | +112.2% | +112.4% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling