+38.0%
ESI vs ALLY
-10.0%
+48.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.1% |
| 7D | +5.5% | +0.4% | +5.2% | +5.4% |
| 30D | -7.8% | +5.2% | -13.0% | -10.2% |
| 3M | -15.0% | -13.3% | -1.7% | -9.4% |
| 6M | -24.9% | -6.7% | -18.2% | -22.9% |
| YTD | +33.2% | -12.8% | +46.1% | +40.7% |
| 1Y | +24.9% | +0.7% | +24.3% | +23.2% |
| 3Y | +77.8% | +65.2% | +12.5% | +36.0% |
| All | +38.0% | -10.0% | +48.0% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling