-8.2%
AAL vs ESTC
+25.2%
-33.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.7% | +2.0% |
| 7D | -3.7% | -8.1% | +4.4% | -2.5% |
| 30D | -20.8% | +31.7% | -52.5% | -25.0% |
| 3M | -1.3% | +41.1% | -42.3% | -7.9% |
| 6M | +5.4% | +77.1% | -71.7% | -6.4% |
| YTD | -14.4% | +21.7% | -36.1% | -18.7% |
| 1Y | +2.1% | +8.4% | -6.3% | -1.6% |
| All | -8.2% | +25.2% | -33.3% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling