+306.8%
ESI vs ALLE
+148.2%
+158.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +1.0% |
| 7D | +5.4% | +2.8% | +2.6% | +3.5% |
| 30D | -4.2% | -7.6% | +3.4% | +0.7% |
| 3M | -9.6% | +22.8% | -32.4% | -21.8% |
| 6M | +18.3% | +4.6% | +13.7% | +13.5% |
| YTD | +45.8% | -1.2% | +47.0% | +44.0% |
| 1Y | +39.2% | -9.1% | +48.3% | +45.4% |
| 3Y | +86.3% | +50.0% | +36.3% | +37.7% |
| 5Y | +76.2% | +15.2% | +61.0% | +51.7% |
| 10Y | +306.8% | +151.1% | +155.7% | +112.8% |
| All | +306.8% | +148.2% | +158.5% | +112.8% |
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