+84.8%
AEIS vs ESTC
-6.1%
+90.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -1.4% |
| 7D | +6.5% | -3.3% | +9.8% | +5.9% |
| 30D | -9.2% | +13.4% | -22.6% | -6.6% |
| 3M | -8.3% | +41.3% | -49.7% | -1.6% |
| 6M | -6.3% | +62.6% | -68.9% | +3.6% |
| YTD | +36.5% | +14.8% | +21.7% | +49.2% |
| 1Y | +84.8% | -5.1% | +89.8% | +119.3% |
| All | +84.8% | -6.1% | +90.8% | +119.3% |
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 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