+18.6%
AEP vs ESTC
-6.1%
+24.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.8% |
| 7D | +0.9% | -3.3% | +4.2% | +0.7% |
| 30D | +1.5% | +13.4% | -12.0% | +2.8% |
| 3M | -1.7% | +41.3% | -43.0% | +1.9% |
| 6M | -4.0% | +62.6% | -66.6% | +1.1% |
| YTD | +10.6% | +14.8% | -4.2% | +14.1% |
| 1Y | +18.6% | -5.1% | +23.7% | +20.5% |
| All | +18.6% | -6.1% | +24.7% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling