-60.4%
AAL vs ESTC
+28.9%
-89.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.9% | +2.6% | +6.3% |
| 7D | +8.3% | -1.2% | +9.4% | +8.6% |
| 30D | +11.0% | -8.1% | +19.1% | +12.9% |
| 3M | -11.2% | +20.2% | -31.3% | -16.0% |
| 6M | +6.1% | +72.7% | -66.7% | -8.6% |
| YTD | -7.6% | +19.6% | -27.3% | -14.2% |
| 1Y | +3.7% | +0.3% | +3.5% | -0.1% |
| 3Y | +20.5% | +22.8% | -2.3% | +3.2% |
| 5Y | -36.4% | -50.9% | +14.5% | -38.4% |
| All | -60.4% | +28.9% | -89.3% | -75.0% |
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 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