+80.5%
ESI vs ALLE
+42.6%
+37.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.4% |
| 7D | +3.3% | -0.2% | +3.6% | +3.5% |
| 30D | -5.9% | -6.8% | +0.9% | -2.0% |
| 3M | -14.1% | +21.0% | -35.1% | -24.3% |
| 6M | +6.6% | +1.1% | +5.5% | +5.5% |
| YTD | +45.0% | -0.5% | +45.6% | +43.1% |
| 1Y | +41.5% | -7.3% | +48.7% | +46.7% |
| All | +80.5% | +42.6% | +37.9% | +29.7% |
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