+320.7%
ESI vs ALM
+3,082.3%
-2,761.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -1.0% |
| 7D | +3.9% | +3.6% | +0.3% | +3.7% |
| 30D | -3.8% | +33.8% | -37.6% | -5.5% |
| 3M | -13.1% | +14.8% | -27.9% | -14.1% |
| 6M | +11.3% | -7.0% | +18.3% | +10.7% |
| YTD | +44.1% | +108.1% | -64.0% | +38.1% |
| 1Y | +40.3% | +313.8% | -273.4% | +30.1% |
| 3Y | +84.1% | +2,227.6% | -2,143.6% | +55.9% |
| 5Y | +75.8% | +956.6% | -880.8% | +51.6% |
| 10Y | +320.7% | +3,082.3% | -2,761.6% | +219.9% |
| All | +320.7% | +3,082.3% | -2,761.6% | +219.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling