+224.6%
ESI vs ALLE
+260.9%
-36.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 3M | -14.1% | +21.0% | -35.1% | -25.1% |
| 6M | +6.6% | +1.1% | +5.5% | +4.5% |
| YTD | +45.0% | -0.5% | +45.6% | +42.5% |
| 1Y | +41.5% | -7.3% | +48.7% | +45.8% |
| 3Y | +78.8% | +42.3% | +36.5% | +36.3% |
| 5Y | +70.9% | +13.5% | +57.4% | +48.7% |
| 10Y | +317.1% | +144.0% | +173.0% | +107.8% |
| All | +224.6% | +260.9% | -36.2% | +39.4% |
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 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