+79.0%
ESI vs ALLY
+64.0%
+15.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | +8.3% | -2.1% | +10.5% | +9.5% |
| 30D | -10.4% | +2.0% | -12.4% | -11.6% |
| 3M | -13.2% | -13.3% | +0.2% | -7.0% |
| 6M | -23.9% | -9.9% | -14.0% | -20.4% |
| YTD | +34.2% | -13.5% | +47.7% | +42.6% |
| 1Y | +22.2% | -2.8% | +25.0% | +22.3% |
| All | +79.0% | +64.0% | +15.0% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling