-35.2%
AAL vs ESTC
-52.1%
+16.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.8% |
| 7D | -0.1% | +2.4% | -2.5% | -0.6% |
| 30D | +11.7% | -4.2% | +16.0% | +12.5% |
| 3M | -12.5% | +2.5% | -15.0% | -14.1% |
| 6M | +3.6% | +81.5% | -77.9% | -12.5% |
| YTD | -14.1% | +16.8% | -30.9% | -20.0% |
| 1Y | +0.8% | -3.5% | +4.2% | -2.0% |
| 3Y | +11.8% | +17.7% | -5.9% | -5.1% |
| All | -35.2% | -52.1% | +16.9% | -47.6% |
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