+111.0%
AEIS vs ESTC
-48.9%
+159.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.2% | +3.9% | +5.7% |
| 7D | -11.3% | -11.5% | +0.2% | -9.0% |
| 30D | -32.6% | -7.5% | -25.0% | -31.4% |
| 3M | -39.2% | +23.1% | -62.2% | -42.3% |
| 6M | -45.4% | +75.3% | -120.6% | -52.6% |
| YTD | -5.8% | +14.1% | -19.9% | -11.2% |
| 1Y | -10.0% | -0.6% | -9.4% | -12.6% |
| 3Y | +121.2% | +20.8% | +100.3% | +91.8% |
| All | +111.0% | -48.9% | +159.9% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling