+196.4%
AFL vs ESTC
+19.3%
+177.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.3% | +0.1% |
| 7D | -3.3% | -13.2% | +9.9% | -2.2% |
| 30D | -5.0% | +9.3% | -14.3% | -6.0% |
| 3M | -1.8% | +37.3% | -39.1% | -4.8% |
| 6M | +4.8% | +61.0% | -56.2% | -0.2% |
| YTD | +5.4% | +10.7% | -5.2% | +3.4% |
| 1Y | +9.0% | -7.2% | +16.2% | +8.2% |
| 3Y | +63.0% | +7.2% | +55.9% | +54.1% |
| 5Y | +134.5% | -47.7% | +182.2% | +134.2% |
| All | +196.4% | +19.3% | +177.2% | +113.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling