-0.8%
AA vs ESTC
+23.0%
-23.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.4% |
| 7D | +0.9% | -11.5% | +12.4% | +3.9% |
| 30D | -6.7% | -7.5% | +0.9% | -5.2% |
| 3M | -16.3% | +23.1% | -39.4% | -21.9% |
| 6M | -37.1% | +75.3% | -112.4% | -46.9% |
| YTD | -25.0% | +14.1% | -39.1% | -30.3% |
| 1Y | +8.6% | -0.6% | +9.2% | +4.2% |
| 3Y | +57.2% | +20.8% | +36.4% | +32.3% |
| 5Y | -13.0% | -48.8% | +35.7% | -15.4% |
| All | -0.8% | +23.0% | -23.8% | -40.0% |
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