+182.6%
ESI vs ALLE
+327.3%
-144.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.5% |
| 7D | -8.5% | -0.6% | -8.0% | -8.2% |
| 30D | -15.7% | +25.3% | -41.0% | -28.1% |
| 3M | -18.2% | +10.3% | -28.5% | -24.4% |
| 6M | -28.8% | +38.0% | -66.9% | -43.9% |
| YTD | +26.3% | +17.8% | +8.5% | +9.7% |
| 1Y | +18.2% | +13.6% | +4.6% | +5.4% |
| 3Y | +68.1% | +89.2% | -21.1% | +4.9% |
| 5Y | +28.8% | +51.1% | -22.3% | -8.2% |
| 10Y | +329.8% | +228.1% | +101.7% | +73.3% |
| All | +182.6% | +327.3% | -144.7% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling