+24.9%
ESI vs AHR
+26.3%
-1.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.3% | -4.3% |
| 7D | -6.6% | +9.5% | -16.0% | -5.6% |
| 30D | -10.9% | +11.7% | -22.6% | -10.0% |
| 3M | -13.8% | +4.0% | -17.8% | -13.2% |
| 6M | -21.5% | +13.5% | -35.1% | -21.1% |
| YTD | +34.7% | +21.6% | +13.1% | +36.9% |
| 1Y | +24.9% | +25.1% | -0.2% | +26.1% |
| All | +24.9% | +26.3% | -1.4% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 1y: compounded portfolio wealth divided by compounded AHR 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…
1y analysis · Full analysis span regression · 6 months rolling