+75.7%
ESI vs ALC
-16.0%
+91.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.9% |
| 7D | +3.3% | -2.1% | +5.4% | +4.3% |
| 30D | -5.9% | -0.1% | -5.8% | -6.1% |
| 3M | -14.1% | +5.9% | -20.0% | -17.2% |
| 6M | +6.6% | -15.9% | +22.5% | +15.0% |
| YTD | +45.0% | -10.1% | +55.1% | +50.9% |
| 1Y | +41.5% | -10.2% | +51.7% | +47.1% |
| 3Y | +78.8% | -13.6% | +92.3% | +84.9% |
| All | +75.7% | -16.0% | +91.7% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling