+16.0%
AA vs ESTC
+1.6%
+14.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.6% | +2.8% |
| 7D | +0.9% | -15.9% | +16.8% | +2.1% |
| 30D | -6.4% | -5.5% | -0.9% | -6.2% |
| 3M | -13.0% | +26.2% | -39.2% | -15.2% |
| 6M | -34.6% | +77.0% | -111.7% | -38.8% |
| YTD | -23.0% | +18.9% | -41.9% | -24.2% |
| 1Y | +16.0% | +1.3% | +14.7% | +17.4% |
| All | +16.0% | +1.6% | +14.4% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling