-0.3%
AAL vs ESTC
+0.7%
-1.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -1.4% |
| 7D | -0.3% | -4.3% | +4.0% | 0.0% |
| 30D | -19.0% | +17.7% | -36.7% | -20.5% |
| 3M | -5.1% | +42.3% | -47.4% | -9.0% |
| 6M | +15.5% | +64.6% | -49.1% | +8.9% |
| YTD | -15.8% | +17.2% | -33.0% | -18.4% |
| 1Y | -0.3% | -4.2% | +3.9% | -2.0% |
| All | -0.3% | +0.7% | -1.0% | -2.0% |
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 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