+304.9%
ESI vs ALLE
+217.2%
+87.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -6.6% | +0.1% | -6.7% | -6.6% |
| 30D | -9.8% | +25.9% | -35.8% | -22.9% |
| 3M | -11.9% | +14.9% | -26.8% | -20.4% |
| 6M | -25.1% | +42.1% | -67.2% | -41.6% |
| YTD | +31.9% | +20.4% | +11.5% | +13.5% |
| 1Y | +19.2% | +14.9% | +4.3% | +6.0% |
| 3Y | +76.2% | +90.1% | -13.9% | +10.6% |
| 5Y | +39.4% | +53.0% | -13.6% | -0.9% |
| 10Y | +304.9% | +208.8% | +96.1% | +88.1% |
| All | +304.9% | +217.2% | +87.7% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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