+2.7%
ALB vs ESTC
+24.6%
-22.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.3% | -0.9% | -3.3% |
| 7D | +5.3% | -3.6% | +8.8% | +6.1% |
| 30D | -6.3% | -11.2% | +4.9% | -3.6% |
| 3M | -27.4% | +14.3% | -41.7% | -31.1% |
| 6M | -53.1% | +67.0% | -120.1% | -60.4% |
| YTD | -32.3% | +15.7% | -48.0% | -37.6% |
| 1Y | -7.3% | -6.3% | -1.0% | -9.7% |
| 3Y | -14.9% | +14.5% | -29.4% | -27.7% |
| 5Y | -62.0% | -49.9% | -12.1% | -62.6% |
| All | +2.7% | +24.6% | -22.0% | -28.8% |
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