+348.2%
AEM vs ESTC
+11.7%
+336.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -1.3% |
| 7D | +4.3% | -4.3% | +8.6% | +4.5% |
| 30D | +13.1% | +17.7% | -4.6% | +12.3% |
| 3M | +24.8% | +42.3% | -17.5% | +22.8% |
| 6M | -8.2% | +64.6% | -72.8% | -10.1% |
| YTD | +19.8% | +17.2% | +2.6% | +19.0% |
| 1Y | +32.1% | -4.2% | +36.3% | +32.2% |
| 3Y | +348.2% | +13.5% | +334.7% | +338.1% |
| All | +348.2% | +11.7% | +336.5% | +338.1% |
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 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