+24.9%
ESI vs ALK
-1.1%
+26.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +8.8% | -13.4% | -7.4% |
| 7D | -6.6% | +12.4% | -19.0% | -10.5% |
| 30D | -10.9% | +2.1% | -13.0% | -11.7% |
| 3M | -13.8% | -23.9% | +10.1% | -4.8% |
| 6M | -21.5% | +8.2% | -29.8% | -25.1% |
| YTD | +34.7% | -20.5% | +55.2% | +37.2% |
| 1Y | +24.9% | -1.0% | +25.9% | +9.6% |
| All | +24.9% | -1.1% | +26.0% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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