+308.8%
ESI vs ALK
-35.2%
+343.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.3% |
| 7D | +3.3% | -0.7% | +4.0% | +3.6% |
| 30D | -5.9% | -19.2% | +13.4% | +2.0% |
| 3M | -14.1% | -1.5% | -12.6% | -14.2% |
| 6M | +6.6% | -13.1% | +19.6% | +10.3% |
| YTD | +45.0% | -16.4% | +61.4% | +51.0% |
| 1Y | +41.5% | -33.1% | +74.5% | +59.5% |
| 3Y | +78.8% | +0.6% | +78.1% | +62.2% |
| 5Y | +70.9% | -26.4% | +97.3% | +71.6% |
| All | +308.8% | -35.2% | +343.9% | +271.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling