+139.7%
ESI vs ALLY
+98.1%
+41.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.8% |
| 7D | -8.5% | +0.9% | -9.4% | -9.1% |
| 30D | -15.7% | +3.1% | -18.7% | -17.3% |
| 3M | -18.2% | -12.6% | -5.7% | -12.8% |
| 6M | -28.8% | -12.4% | -16.4% | -24.4% |
| YTD | +26.3% | -13.2% | +39.4% | +34.1% |
| 1Y | +18.2% | +1.8% | +16.4% | +15.7% |
| 3Y | +68.1% | +58.0% | +10.1% | +26.3% |
| 5Y | +28.8% | -8.4% | +37.2% | +22.9% |
| 10Y | +329.8% | +195.3% | +134.6% | +75.8% |
| All | +139.7% | +98.1% | +41.6% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling