+31.5%
ESI vs AHR
+26.4%
+5.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.5% |
| 7D | -4.6% | -2.1% | -2.6% | -4.7% |
| 30D | -10.5% | +1.9% | -12.4% | -10.5% |
| 3M | -19.8% | +15.7% | -35.5% | -21.1% |
| 6M | +5.8% | +2.5% | +3.3% | +5.9% |
| YTD | +38.3% | +15.0% | +23.3% | +38.0% |
| 1Y | +31.5% | +28.1% | +3.4% | +25.2% |
| All | +31.5% | +26.4% | +5.2% | +25.2% |
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