+318.5%
ESI vs ALK
-45.9%
+364.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.2% |
| 7D | +5.5% | -1.2% | +6.7% | +6.0% |
| 30D | -7.8% | +7.7% | -15.4% | -11.1% |
| 3M | -15.0% | -19.0% | +4.0% | -8.9% |
| 6M | -24.9% | -0.2% | -24.7% | -26.5% |
| YTD | +33.2% | -23.5% | +56.7% | +42.0% |
| 1Y | +24.9% | -9.1% | +34.1% | +24.4% |
| 3Y | +77.8% | +12.0% | +65.7% | +52.8% |
| 5Y | +37.1% | -30.9% | +68.0% | +40.1% |
| All | +318.5% | -45.9% | +364.4% | +321.4% |
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