-15.0%
AEIS vs ESTC
+74.7%
-89.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.5% | +6.9% | +1.2% |
| 7D | +3.0% | -8.1% | +11.1% | +0.6% |
| 30D | -14.6% | +31.7% | -46.3% | -6.4% |
| 3M | -12.4% | +41.1% | -53.5% | 0.0% |
| 6M | -15.0% | +77.1% | -92.0% | +6.1% |
| All | -15.0% | +74.7% | -89.7% | +6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling