+83.0%
ESI vs ALLE
+93.1%
-10.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.1% | +3.6% |
| 7D | +1.8% | -0.8% | +2.7% | +2.3% |
| 30D | -6.6% | +27.4% | -33.9% | -18.0% |
| 3M | -9.4% | +13.8% | -23.2% | -15.3% |
| 6M | -24.1% | +45.5% | -69.6% | -39.2% |
| YTD | +37.1% | +21.4% | +15.7% | +21.6% |
| 1Y | +24.5% | +15.4% | +9.2% | +14.6% |
| All | +83.0% | +93.1% | -10.1% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling