+7.7%
AAL vs ESTC
+1.6%
+6.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.4% |
| 7D | +8.3% | -15.9% | +24.2% | +9.8% |
| 30D | +6.2% | -5.5% | +11.7% | +6.5% |
| 3M | -17.7% | +26.2% | -43.9% | -19.8% |
| 6M | +15.4% | +77.0% | -61.6% | +8.2% |
| YTD | -11.1% | +18.9% | -30.0% | -14.7% |
| 1Y | +7.7% | +1.3% | +6.4% | +1.6% |
| All | +7.7% | +1.6% | +6.2% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling