+197.1%
ESI vs ACM
+125.0%
+72.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.2% | -0.1% | +2.0% |
| 7D | -3.5% | +6.9% | -10.4% | -7.3% |
| 30D | -9.3% | +19.1% | -28.3% | -18.7% |
| 3M | -12.8% | -6.9% | -5.9% | -10.6% |
| 6M | -24.6% | -12.0% | -12.6% | -21.0% |
| YTD | +32.7% | -25.1% | +57.9% | +52.5% |
| 1Y | +20.3% | -45.4% | +65.7% | +68.7% |
| 3Y | +80.2% | -6.9% | +87.1% | +76.7% |
| 5Y | +40.0% | +3.7% | +36.2% | +26.8% |
| 10Y | +310.8% | +135.8% | +175.0% | +98.2% |
| All | +197.1% | +125.0% | +72.2% | +41.2% |
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