+167.9%
AEIS vs ESTC
+18.2%
+149.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.5% | +6.9% | +2.9% |
| 7D | +3.0% | -8.1% | +11.1% | +3.9% |
| 30D | -14.6% | +31.7% | -46.3% | -18.2% |
| 3M | -12.4% | +41.1% | -53.5% | -16.9% |
| 6M | -15.0% | +77.1% | -92.0% | -23.1% |
| YTD | +34.3% | +21.7% | +12.6% | +30.1% |
| 1Y | +87.4% | +8.4% | +79.0% | +84.8% |
| All | +167.9% | +18.2% | +149.7% | +159.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling