+241.7%
ESI vs ALC
+26.4%
+215.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -1.7% |
| 7D | +8.3% | -6.2% | +14.5% | +11.5% |
| 30D | -10.4% | +14.0% | -24.4% | -16.8% |
| 3M | -13.2% | -2.4% | -10.8% | -13.2% |
| 6M | -23.9% | +12.6% | -36.5% | -30.1% |
| YTD | +34.2% | -8.4% | +42.6% | +36.8% |
| 1Y | +22.2% | -9.1% | +31.4% | +25.2% |
| 3Y | +79.2% | -0.3% | +79.5% | +69.1% |
| 5Y | +38.1% | -9.9% | +48.1% | +35.4% |
| All | +241.7% | +26.4% | +215.3% | +156.9% |
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