+330.8%
ESI vs ALLY
+174.0%
+156.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.2% |
| 7D | +1.8% | -2.8% | +4.6% | +3.3% |
| 30D | -6.6% | +1.9% | -8.5% | -7.7% |
| 3M | -9.4% | -12.1% | +2.8% | -3.9% |
| 6M | -24.1% | -9.0% | -15.1% | -21.1% |
| YTD | +37.1% | -12.9% | +50.1% | +45.1% |
| 1Y | +24.5% | -0.1% | +24.6% | +23.3% |
| 3Y | +83.2% | +64.6% | +18.6% | +38.2% |
| 5Y | +44.0% | -10.1% | +54.0% | +39.8% |
| All | +330.8% | +174.0% | +156.8% | +130.2% |
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