+175.3%
ESI vs ALLY
+124.8%
+50.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +3.3% | +3.7% | -0.4% | +1.4% |
| 30D | -5.9% | -2.3% | -3.6% | -4.8% |
| 3M | -14.1% | +3.8% | -17.9% | -15.8% |
| 6M | +6.6% | +9.7% | -3.1% | +1.0% |
| YTD | +45.0% | -1.4% | +46.4% | +45.0% |
| 1Y | +41.5% | +8.2% | +33.2% | +34.6% |
| 3Y | +78.8% | +66.5% | +12.3% | +30.7% |
| 5Y | +70.9% | +1.2% | +69.7% | +54.9% |
| 10Y | +317.1% | +191.4% | +125.6% | +78.8% |
| All | +175.3% | +124.8% | +50.5% | +22.7% |
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