+380.8%
AEIS vs ESTC
+27.2%
+353.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.7% |
| 7D | +23.2% | +5.8% | +17.5% | +21.5% |
| 30D | -17.0% | -5.6% | -11.4% | -15.6% |
| 3M | -32.2% | +15.4% | -47.6% | -35.6% |
| 6M | -32.6% | +77.8% | -110.4% | -44.1% |
| YTD | +9.4% | +18.1% | -8.7% | -0.4% |
| 1Y | +7.7% | -3.7% | +11.4% | +3.6% |
| 3Y | +157.9% | +16.9% | +141.1% | +115.2% |
| 5Y | +154.8% | -51.2% | +206.0% | +161.4% |
| All | +380.8% | +27.2% | +353.6% | +203.3% |
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