+7.2%
ALB vs ESTC
+28.9%
-21.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -1.4% |
| 7D | +9.5% | -1.2% | +10.6% | +9.6% |
| 30D | -2.1% | -8.1% | +6.0% | -0.3% |
| 3M | -24.1% | +20.2% | -44.3% | -29.0% |
| 6M | -51.0% | +72.7% | -123.8% | -59.0% |
| YTD | -29.3% | +19.6% | -49.0% | -35.5% |
| 1Y | +3.2% | +0.3% | +2.9% | -1.3% |
| 3Y | -9.3% | +22.8% | -32.1% | -24.5% |
| 5Y | -61.6% | -50.9% | -10.8% | -62.0% |
| All | +7.2% | +28.9% | -21.7% | -26.3% |
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 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