+132.6%
AEP vs ESTC
+23.0%
+109.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.2% |
| 7D | -2.8% | -11.5% | +8.7% | -2.7% |
| 30D | +3.6% | -7.5% | +11.2% | +3.7% |
| 3M | +1.8% | +23.1% | -21.3% | +1.5% |
| 6M | -3.1% | +75.3% | -78.4% | -3.8% |
| YTD | +12.2% | +14.1% | -1.9% | +12.1% |
| 1Y | +9.1% | -0.6% | +9.7% | +9.3% |
| 3Y | +77.9% | +20.8% | +57.1% | +75.1% |
| 5Y | +78.1% | -48.8% | +126.9% | +76.4% |
| All | +132.6% | +23.0% | +109.6% | +112.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling