+75.2%
ESI vs ALM
+941.2%
-865.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.5% | +3.1% |
| 7D | +3.3% | -2.6% | +5.9% | +3.5% |
| 30D | -5.9% | +32.0% | -37.9% | -8.0% |
| 3M | -14.1% | -15.0% | +0.9% | -13.8% |
| 6M | +6.6% | -10.1% | +16.7% | +5.9% |
| YTD | +45.0% | +99.4% | -54.4% | +38.0% |
| 1Y | +41.5% | +316.4% | -274.9% | +29.2% |
| 3Y | +78.8% | +2,022.0% | -1,943.2% | +48.4% |
| All | +75.2% | +941.2% | -865.9% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling