+304.9%
ESI vs ALLY
+182.8%
+122.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.4% |
| 7D | -6.6% | -0.7% | -6.0% | -6.4% |
| 30D | -9.8% | +1.1% | -11.0% | -10.6% |
| 3M | -11.9% | -13.2% | +1.3% | -6.1% |
| 6M | -25.1% | -13.5% | -11.6% | -20.2% |
| YTD | +31.9% | -14.3% | +46.2% | +40.6% |
| 1Y | +19.2% | -1.1% | +20.3% | +18.6% |
| 3Y | +76.2% | +62.0% | +14.2% | +34.0% |
| 5Y | +39.4% | -9.6% | +49.0% | +35.0% |
| 10Y | +304.9% | +176.0% | +128.9% | +127.2% |
| All | +304.9% | +182.8% | +122.1% | +127.2% |
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