+8.6%
AEIS vs ESTC
+1.6%
+7.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.9% | -10.3% | -11.3% |
| 7D | -12.7% | -15.9% | +3.2% | -14.6% |
| 30D | -28.8% | -5.5% | -23.3% | -29.2% |
| 3M | -38.0% | +26.2% | -64.2% | -34.6% |
| 6M | -45.3% | +77.0% | -122.3% | -38.4% |
| YTD | +1.1% | +18.9% | -17.7% | +12.3% |
| 1Y | +8.6% | +1.3% | +7.3% | +19.8% |
| All | +8.6% | +1.6% | +7.1% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling