+39.2%
ESI vs ALLY
+5.0%
+34.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +2.5% |
| 7D | +5.4% | +1.0% | +4.4% | +4.7% |
| 30D | -4.2% | -3.3% | -0.9% | -2.4% |
| 3M | -9.6% | +0.5% | -10.1% | -10.3% |
| 6M | +18.3% | +12.6% | +5.7% | +7.8% |
| YTD | +45.8% | -4.7% | +50.5% | +48.2% |
| 1Y | +39.2% | +5.2% | +33.9% | +30.4% |
| All | +39.2% | +5.0% | +34.1% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling