+39.9%
AEE vs ESTC
-47.2%
+87.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.6% | +1.0% |
| 7D | +1.3% | -4.3% | +5.6% | +1.3% |
| 30D | -1.2% | +17.7% | -19.0% | -1.4% |
| 3M | +1.0% | +42.3% | -41.3% | +0.7% |
| 6M | -2.3% | +64.6% | -66.8% | -2.8% |
| YTD | +9.1% | +17.2% | -8.1% | +9.1% |
| 1Y | +10.6% | -4.2% | +14.8% | +11.0% |
| 3Y | +48.5% | +13.5% | +35.0% | +46.4% |
| 5Y | +39.9% | -45.5% | +85.4% | +32.0% |
| All | +39.9% | -47.2% | +87.1% | +32.0% |
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