-40.8%
AAL vs ESTC
-48.9%
+8.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.4% |
| 7D | +4.6% | -11.5% | +16.1% | +7.5% |
| 30D | +2.6% | -7.5% | +10.1% | +4.1% |
| 3M | -17.8% | +23.1% | -40.8% | -22.9% |
| 6M | +1.9% | +75.3% | -73.4% | -13.2% |
| YTD | -14.0% | +14.1% | -28.1% | -19.4% |
| 1Y | +0.2% | -0.6% | +0.8% | -3.4% |
| 3Y | +13.0% | +20.8% | -7.8% | -4.9% |
| All | -40.8% | -48.9% | +8.2% | -53.0% |
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 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