+310.8%
ESI vs ALLY
+201.0%
+109.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.7% |
| 7D | -3.5% | -0.2% | -3.2% | -3.5% |
| 30D | -9.3% | +3.4% | -12.7% | -11.0% |
| 3M | -12.8% | -11.1% | -1.7% | -8.1% |
| 6M | -24.6% | -11.5% | -13.1% | -20.6% |
| YTD | +32.7% | -12.3% | +45.1% | +39.9% |
| 1Y | +20.3% | +1.1% | +19.2% | +18.4% |
| 3Y | +80.2% | +64.8% | +15.4% | +36.0% |
| 5Y | +40.0% | -6.9% | +46.8% | +33.6% |
| 10Y | +310.8% | +194.9% | +115.8% | +129.5% |
| All | +310.8% | +201.0% | +109.8% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling