+195.2%
ESI vs ALM
+280.9%
-85.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.2% | +6.6% | -0.3% |
| 7D | -6.6% | -6.3% | -0.3% | -6.3% |
| 30D | -9.8% | -31.4% | +21.6% | -8.4% |
| 3M | -11.9% | -40.6% | +28.7% | -10.1% |
| 6M | -25.1% | -58.6% | +33.5% | -22.7% |
| YTD | +31.9% | -7.6% | +39.5% | +32.5% |
| 1Y | +19.2% | +13.8% | +5.3% | +18.9% |
| 3Y | +76.2% | +842.1% | -766.0% | +65.0% |
| 5Y | +39.4% | +407.4% | -368.0% | +31.1% |
| 10Y | +304.9% | +2,079.4% | -1,774.5% | +274.8% |
| All | +195.2% | +280.9% | -85.6% | +163.6% |
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