+29.5%
AA vs ESTC
+26.3%
+3.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.7% | +7.2% | +4.4% |
| 7D | +1.7% | -4.3% | +5.9% | +2.6% |
| 30D | +3.3% | +17.7% | -14.4% | -2.0% |
| 3M | -29.4% | +42.3% | -71.7% | -36.6% |
| 6M | -12.8% | +64.6% | -77.4% | -25.2% |
| YTD | -2.1% | +17.2% | -19.3% | -9.3% |
| 1Y | +62.8% | -4.2% | +67.0% | +58.0% |
| 3Y | +90.5% | +13.5% | +77.0% | +63.3% |
| 5Y | +19.1% | -45.5% | +64.6% | +14.0% |
| All | +29.5% | +26.3% | +3.1% | -21.9% |
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