+35.6%
ESI vs ALK
-34.8%
+70.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | -8.5% | +9.0% | -17.6% | -12.0% |
| 30D | -15.7% | -1.6% | -14.0% | -15.8% |
| 3M | -18.2% | -23.2% | +4.9% | -10.2% |
| 6M | -28.8% | -3.9% | -25.0% | -29.4% |
| YTD | +26.3% | -22.6% | +48.8% | +34.2% |
| 1Y | +18.2% | -5.3% | +23.6% | +15.4% |
| 3Y | +68.1% | +18.6% | +49.5% | +33.2% |
| All | +35.6% | -34.8% | +70.4% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling