+182.6%
ESI vs ALM
+279.9%
-97.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.8% |
| 7D | -8.5% | -6.7% | -1.9% | -8.2% |
| 30D | -15.7% | -32.9% | +17.2% | -14.2% |
| 3M | -18.2% | -39.5% | +21.3% | -16.6% |
| 6M | -28.8% | -62.0% | +33.1% | -26.4% |
| YTD | +26.3% | -7.8% | +34.1% | +26.8% |
| 1Y | +18.2% | +26.7% | -8.4% | +17.6% |
| 3Y | +68.1% | +825.4% | -757.2% | +57.5% |
| 5Y | +28.8% | +401.2% | -372.5% | +21.1% |
| 10Y | +329.8% | +2,074.0% | -1,744.2% | +298.0% |
| All | +182.6% | +279.9% | -97.3% | +152.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling