-62.1%
ALB vs ESTC
-48.9%
-13.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.3% |
| 7D | +9.1% | -11.5% | +20.6% | +12.5% |
| 30D | -3.4% | -7.5% | +4.1% | -1.8% |
| 3M | -20.6% | +23.1% | -43.7% | -26.1% |
| 6M | -48.2% | +75.3% | -123.4% | -56.8% |
| YTD | -29.2% | +14.1% | -43.3% | -34.4% |
| 1Y | +10.0% | -0.6% | +10.6% | +5.8% |
| 3Y | -12.9% | +20.8% | -33.7% | -28.0% |
| All | -62.1% | -48.9% | -13.2% | -65.3% |
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 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