+578.2%
AEM vs ESTC
+23.7%
+554.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.4% | +0.5% |
| 7D | +3.0% | -3.3% | +6.4% | +3.2% |
| 30D | +12.5% | +13.4% | -1.0% | +11.3% |
| 3M | +26.9% | +41.3% | -14.4% | +23.7% |
| 6M | -9.4% | +62.6% | -72.0% | -12.7% |
| YTD | +20.3% | +14.8% | +5.5% | +18.4% |
| 1Y | +33.8% | -5.1% | +38.8% | +33.2% |
| 3Y | +349.8% | +11.2% | +338.7% | +332.2% |
| 5Y | +301.0% | -47.0% | +348.0% | +289.8% |
| All | +578.2% | +23.7% | +554.5% | +534.9% |
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 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