+238.0%
ESI vs ALC
+32.2%
+205.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.9% | +5.0% |
| 7D | -3.5% | +2.1% | -5.5% | -4.7% |
| 30D | -9.3% | +17.2% | -26.5% | -16.7% |
| 3M | -12.8% | +4.6% | -17.4% | -15.7% |
| 6M | -24.6% | +20.1% | -44.7% | -33.0% |
| YTD | +32.7% | -4.2% | +36.9% | +32.5% |
| 1Y | +20.3% | +2.1% | +18.2% | +15.9% |
| 3Y | +80.2% | +4.5% | +75.7% | +66.4% |
| 5Y | +40.0% | -12.3% | +52.3% | +39.8% |
| All | +238.0% | +32.2% | +205.8% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling