+27.3%
ALC vs ESTC
+9.5%
+17.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.2% | -2.2% |
| 7D | -6.3% | -2.6% | -3.6% | -6.0% |
| 30D | +12.6% | -8.6% | +21.2% | +13.7% |
| 3M | -3.8% | +14.4% | -18.2% | -6.4% |
| 6M | +16.8% | +73.3% | -56.5% | +6.8% |
| YTD | -7.6% | +15.7% | -23.3% | -11.3% |
| 1Y | -5.9% | -7.6% | +1.7% | -6.9% |
| 3Y | +0.6% | +14.6% | -14.0% | -8.9% |
| 5Y | -9.5% | -50.0% | +40.6% | -11.2% |
| All | +27.3% | +9.5% | +17.8% | -0.9% |
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