+24.9%
ESI vs ALM
+44.8%
-19.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -4.9% |
| 7D | -6.6% | -6.4% | -0.2% | -5.5% |
| 30D | -10.9% | -35.0% | +24.1% | -4.1% |
| 3M | -13.8% | -33.8% | +20.0% | -8.1% |
| 6M | -21.5% | -55.0% | +33.5% | -12.5% |
| YTD | +34.7% | -0.2% | +34.9% | +38.6% |
| 1Y | +24.9% | +41.8% | -16.9% | +19.8% |
| All | +24.9% | +44.8% | -19.9% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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