+4.7%
ALC vs ESTC
+1.6%
+3.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.9% | +7.7% | +6.9% |
| 7D | +10.7% | -15.9% | +26.6% | +11.9% |
| 30D | +20.2% | -5.5% | +25.7% | +20.4% |
| 3M | +8.9% | +26.2% | -17.3% | +6.7% |
| 6M | +5.7% | +77.0% | -71.3% | +1.4% |
| YTD | -1.4% | +18.9% | -20.3% | -4.0% |
| 1Y | +4.7% | +1.3% | +3.4% | +1.6% |
| All | +4.7% | +1.6% | +3.2% | +1.6% |
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