+25.0%
AA vs ESTC
+31.2%
-6.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.0% |
| 7D | -0.7% | -8.1% | +7.4% | +1.2% |
| 30D | +5.0% | +31.7% | -26.7% | -3.1% |
| 3M | -35.8% | +41.1% | -76.9% | -42.1% |
| 6M | -18.4% | +77.1% | -95.5% | -31.2% |
| YTD | -5.5% | +21.7% | -27.2% | -13.1% |
| 1Y | +61.0% | +8.4% | +52.6% | +51.3% |
| 3Y | +66.2% | +23.6% | +42.6% | +39.2% |
| 5Y | +11.4% | -46.5% | +57.9% | +7.4% |
| All | +25.0% | +31.2% | -6.1% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling