+24.9%
ESI vs ALLE
+15.3%
+9.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | +5.5% | +3.6% | +2.0% | +4.8% |
| 30D | -7.8% | +25.9% | -33.6% | -12.7% |
| 3M | -15.0% | +15.8% | -30.8% | -17.2% |
| 6M | -24.9% | +48.1% | -73.0% | -34.0% |
| YTD | +33.2% | +22.0% | +11.3% | +21.7% |
| 1Y | +24.9% | +18.0% | +6.9% | +18.6% |
| All | +24.9% | +15.3% | +9.6% | +18.6% |
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