+136.2%
ALLE vs ESTC
+24.7%
+111.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -0.8% | -2.6% | +1.8% | -0.5% |
| 30D | +27.4% | -8.6% | +36.0% | +28.6% |
| 3M | +13.8% | +14.4% | -0.5% | +11.0% |
| 6M | +45.5% | +73.3% | -27.8% | +33.3% |
| YTD | +21.4% | +15.7% | +5.7% | +16.7% |
| 1Y | +15.4% | -7.6% | +22.9% | +14.2% |
| 3Y | +91.7% | +14.6% | +77.1% | +74.4% |
| 5Y | +54.5% | -50.0% | +104.6% | +50.1% |
| All | +136.2% | +24.7% | +111.5% | +70.9% |
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