+86.3%
ESI vs ALM
+2,327.9%
-2,241.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.8% | -8.3% | -0.2% |
| 7D | +5.4% | +8.4% | -3.0% | +4.6% |
| 30D | -4.2% | +34.8% | -39.0% | -6.8% |
| 3M | -9.6% | +16.2% | -25.8% | -11.3% |
| 6M | +18.3% | +2.1% | +16.2% | +16.3% |
| YTD | +45.8% | +117.0% | -71.2% | +37.5% |
| 1Y | +39.2% | +313.9% | -274.7% | +26.6% |
| 3Y | +86.3% | +2,327.9% | -2,241.7% | +55.5% |
| All | +86.3% | +2,327.9% | -2,241.7% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling