+19.2%
ESI vs ALLE
+14.8%
+4.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -6.6% | +0.1% | -6.7% | -6.6% |
| 30D | -9.8% | +25.9% | -35.8% | -15.0% |
| 3M | -11.9% | +14.9% | -26.8% | -14.2% |
| 6M | -25.1% | +42.1% | -67.2% | -33.2% |
| YTD | +31.9% | +20.4% | +11.5% | +20.7% |
| 1Y | +19.2% | +14.9% | +4.3% | +15.5% |
| All | +19.2% | +14.8% | +4.3% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling