+128.9%
AEP vs ESTC
+31.2%
+97.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | -0.1% |
| 7D | +1.8% | -8.1% | +9.9% | +1.9% |
| 30D | -0.8% | +31.7% | -32.5% | -1.1% |
| 3M | -1.8% | +41.1% | -42.9% | -2.2% |
| 6M | -5.4% | +77.1% | -82.4% | -6.0% |
| YTD | +10.4% | +21.7% | -11.3% | +10.3% |
| 1Y | +18.2% | +8.4% | +9.8% | +18.2% |
| 3Y | +79.0% | +23.6% | +55.3% | +76.2% |
| 5Y | +64.8% | -46.5% | +111.3% | +63.3% |
| All | +128.9% | +31.2% | +97.7% | +108.9% |
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 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