+4.9%
AA vs ESTC
+28.9%
-24.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.9% | +0.9% | +4.6% |
| 7D | +4.8% | -1.2% | +6.0% | +5.2% |
| 30D | -0.6% | -8.1% | +7.5% | +1.1% |
| 3M | -16.3% | +20.2% | -36.4% | -21.3% |
| 6M | -33.4% | +72.7% | -106.1% | -43.4% |
| YTD | -20.7% | +19.6% | -40.3% | -27.1% |
| 1Y | +12.9% | +0.3% | +12.7% | +8.3% |
| 3Y | +75.7% | +22.8% | +52.9% | +47.6% |
| 5Y | -6.8% | -50.9% | +44.1% | -8.0% |
| All | +4.9% | +28.9% | -24.0% | -37.3% |
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