-10.2%
ALC vs ESTC
+7.3%
-17.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -1.9% |
| 7D | -2.1% | -8.1% | +6.0% | -1.6% |
| 30D | -0.1% | +31.7% | -31.8% | -2.1% |
| 3M | +5.9% | +41.1% | -35.2% | +3.3% |
| 6M | -15.9% | +77.1% | -93.0% | -19.2% |
| YTD | -10.1% | +21.7% | -31.8% | -12.4% |
| 1Y | -10.2% | +8.4% | -18.6% | -12.7% |
| All | -10.2% | +7.3% | -17.5% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling