+182.6%
ESI vs ACM
+113.8%
+68.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -8.5% | +5.4% | -13.9% | -11.5% |
| 30D | -15.7% | +15.1% | -30.8% | -22.9% |
| 3M | -18.2% | -10.5% | -7.8% | -14.2% |
| 6M | -28.8% | -19.7% | -9.1% | -21.1% |
| YTD | +26.3% | -28.8% | +55.1% | +49.6% |
| 1Y | +18.2% | -47.9% | +66.1% | +70.5% |
| 3Y | +68.1% | -12.4% | +80.5% | +71.1% |
| 5Y | +28.8% | +0.6% | +28.2% | +18.8% |
| 10Y | +329.8% | +161.3% | +168.6% | +90.4% |
| All | +182.6% | +113.8% | +68.8% | +38.5% |
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