+0.3%
AA vs ESTC
+24.6%
-24.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.1% | -3.6% |
| 7D | +1.2% | -3.6% | +4.8% | +2.2% |
| 30D | -5.0% | -11.2% | +6.2% | -2.5% |
| 3M | -22.2% | +14.3% | -36.5% | -25.9% |
| 6M | -36.3% | +67.0% | -103.3% | -45.5% |
| YTD | -24.2% | +15.7% | -39.8% | -29.7% |
| 1Y | +3.9% | -6.3% | +10.1% | +1.3% |
| 3Y | +67.6% | +14.5% | +53.1% | +43.5% |
| 5Y | -8.8% | -49.9% | +41.0% | -10.6% |
| All | +0.3% | +24.6% | -24.4% | -39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling