-32.5%
AAL vs ESTC
-47.2%
+14.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -0.8% |
| 7D | -0.3% | -4.3% | +4.0% | +0.5% |
| 30D | -19.0% | +17.7% | -36.7% | -22.8% |
| 3M | -5.1% | +42.3% | -47.4% | -13.8% |
| 6M | +15.5% | +64.6% | -49.1% | +0.1% |
| YTD | -15.8% | +17.2% | -33.0% | -21.2% |
| 1Y | -0.3% | -4.2% | +3.9% | -2.6% |
| 3Y | -7.7% | +13.5% | -21.2% | -20.4% |
| 5Y | -32.5% | -45.5% | +13.0% | -43.1% |
| All | -32.5% | -47.2% | +14.7% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling