+506.8%
AEIS vs ESTC
+26.3%
+480.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.7% | +6.5% | +3.7% |
| 7D | +8.1% | -4.3% | +12.4% | +9.2% |
| 30D | -11.1% | +17.7% | -28.9% | -16.2% |
| 3M | -5.6% | +42.3% | -47.9% | -16.1% |
| 6M | -0.6% | +64.6% | -65.2% | -16.8% |
| YTD | +38.0% | +17.2% | +20.8% | +25.8% |
| 1Y | +87.2% | -4.2% | +91.4% | +79.4% |
| 3Y | +179.7% | +13.5% | +166.2% | +134.3% |
| 5Y | +241.7% | -45.5% | +287.3% | +233.3% |
| All | +506.8% | +26.3% | +480.5% | +283.2% |
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