+39.2%
ESI vs ALC
-12.7%
+51.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +1.0% |
| 7D | +5.4% | -3.7% | +9.0% | +6.2% |
| 30D | -4.2% | -3.7% | -0.4% | -3.6% |
| 3M | -9.6% | +4.6% | -14.2% | -11.7% |
| 6M | +18.3% | -14.6% | +32.9% | +29.7% |
| YTD | +45.8% | -11.9% | +57.7% | +56.2% |
| 1Y | +39.2% | -13.1% | +52.3% | +50.5% |
| All | +39.2% | -12.7% | +51.9% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling