+23.8%
ALC vs ESTC
+15.1%
+8.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -1.6% |
| 7D | -2.1% | -8.1% | +6.0% | -1.0% |
| 30D | -0.1% | +31.7% | -31.8% | -4.3% |
| 3M | +5.9% | +41.1% | -35.2% | +0.2% |
| 6M | -15.9% | +77.1% | -93.0% | -23.3% |
| YTD | -10.1% | +21.7% | -31.8% | -14.0% |
| 1Y | -10.2% | +8.4% | -18.6% | -13.1% |
| 3Y | -13.6% | +23.6% | -37.2% | -22.6% |
| 5Y | -15.1% | -46.5% | +31.3% | -17.5% |
| All | +23.8% | +15.1% | +8.7% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling