+75.7%
ESI vs ALLE
+13.7%
+62.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.3% |
| 7D | +3.3% | -0.2% | +3.6% | +3.5% |
| 30D | -5.9% | -6.8% | +0.9% | -1.6% |
| 3M | -14.1% | +21.0% | -35.1% | -25.0% |
| 6M | +6.6% | +1.1% | +5.5% | +4.8% |
| YTD | +45.0% | -0.5% | +45.6% | +42.7% |
| 1Y | +41.5% | -7.3% | +48.7% | +46.2% |
| 3Y | +78.8% | +42.3% | +36.5% | +34.7% |
| All | +75.7% | +13.7% | +62.0% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling