+200.4%
ESI vs ALLE
+338.1%
-137.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.8% |
| 7D | +8.3% | +1.6% | +6.8% | +7.3% |
| 30D | -10.4% | +24.1% | -34.5% | -23.0% |
| 3M | -13.2% | +14.8% | -28.0% | -21.6% |
| 6M | -23.9% | +45.9% | -69.7% | -42.0% |
| YTD | +34.2% | +20.7% | +13.4% | +14.8% |
| 1Y | +22.2% | +14.2% | +8.1% | +8.8% |
| 3Y | +79.2% | +90.7% | -11.5% | +11.5% |
| 5Y | +38.1% | +50.6% | -12.4% | -1.2% |
| 10Y | +323.6% | +208.9% | +114.7% | +78.7% |
| All | +200.4% | +338.1% | -137.7% | +12.3% |
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