+182.6%
ESI vs ALK
+29.9%
+152.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | -8.5% | +9.0% | -17.6% | -11.9% |
| 30D | -15.7% | -1.6% | -14.0% | -15.9% |
| 3M | -18.2% | -23.2% | +4.9% | -10.6% |
| 6M | -28.8% | -3.9% | -25.0% | -29.4% |
| YTD | +26.3% | -22.6% | +48.8% | +34.1% |
| 1Y | +18.2% | -5.3% | +23.6% | +15.9% |
| 3Y | +68.1% | +18.6% | +49.5% | +41.6% |
| 5Y | +28.8% | -34.4% | +63.2% | +34.4% |
| 10Y | +329.8% | -40.8% | +370.6% | +313.4% |
| All | +182.6% | +29.9% | +152.7% | +153.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling