+318.5%
ESI vs ALM
+2,100.8%
-1,782.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.5% | -1.2% |
| 7D | +5.5% | +1.2% | +4.3% | +5.4% |
| 30D | -7.8% | -19.3% | +11.6% | -6.6% |
| 3M | -15.0% | -40.6% | +25.6% | -12.6% |
| 6M | -24.9% | -57.9% | +33.0% | -21.6% |
| YTD | +33.2% | -6.7% | +39.9% | +33.6% |
| 1Y | +24.9% | +20.2% | +4.8% | +23.7% |
| 3Y | +77.8% | +879.4% | -801.7% | +58.6% |
| 5Y | +37.1% | +415.3% | -378.1% | +23.5% |
| All | +318.5% | +2,100.8% | -1,782.3% | +232.8% |
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 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