+118.0%
AEE vs ESTC
+24.7%
+93.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | +0.2% | -2.6% | +2.8% | +0.2% |
| 30D | +9.7% | -8.6% | +18.3% | +9.9% |
| 3M | +5.8% | +14.4% | -8.5% | +5.3% |
| 6M | +4.5% | +73.3% | -68.8% | +2.8% |
| YTD | +15.8% | +15.7% | +0.1% | +15.2% |
| 1Y | +10.8% | -7.6% | +18.3% | +10.9% |
| 3Y | +62.8% | +14.6% | +48.2% | +59.3% |
| 5Y | +56.1% | -50.0% | +106.1% | +55.4% |
| All | +118.0% | +24.7% | +93.3% | +88.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling