+346.4%
AEM vs ESTC
+20.1%
+326.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.9% | 0.0% | +4.6% |
| 7D | +17.8% | -1.2% | +19.0% | +17.9% |
| 30D | +6.2% | -8.1% | +14.3% | +6.6% |
| 3M | +12.5% | +20.2% | -7.6% | +11.7% |
| 6M | +4.4% | +72.7% | -68.3% | +2.1% |
| YTD | +19.2% | +19.6% | -0.4% | +18.4% |
| 1Y | +25.5% | +0.3% | +25.2% | +25.5% |
| 3Y | +346.4% | +22.8% | +323.6% | +339.3% |
| All | +346.4% | +20.1% | +326.4% | +339.3% |
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