+149.7%
AFL vs ESTC
-50.1%
+199.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +1.4% | -2.6% | +4.1% | +1.5% |
| 30D | +9.7% | -8.6% | +18.3% | +10.0% |
| 3M | +5.5% | +14.4% | -8.8% | +4.6% |
| 6M | +11.2% | +73.3% | -62.1% | +8.0% |
| YTD | +17.1% | +15.7% | +1.3% | +15.5% |
| 1Y | +14.0% | -7.6% | +21.6% | +13.7% |
| 3Y | +66.3% | +14.6% | +51.7% | +61.0% |
| All | +149.7% | -50.1% | +199.8% | +134.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling