+360.9%
AEIS vs ESTC
+28.9%
+332.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +4.9% | +6.5% | +10.0% |
| 7D | +1.0% | -1.2% | +2.2% | +1.5% |
| 30D | -24.0% | -8.1% | -15.9% | -22.2% |
| 3M | -32.5% | +20.2% | -52.7% | -36.6% |
| 6M | -38.6% | +72.7% | -111.3% | -48.6% |
| YTD | +4.8% | +19.6% | -14.8% | -4.9% |
| 1Y | +1.3% | +0.3% | +1.1% | -3.6% |
| 3Y | +159.2% | +22.8% | +136.4% | +113.1% |
| 5Y | +140.8% | -50.9% | +191.7% | +146.4% |
| All | +360.9% | +28.9% | +332.0% | +189.9% |
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