+135.5%
ALLE vs ESTC
+28.9%
+106.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.9% | -2.1% | +2.1% |
| 7D | -0.6% | -1.2% | +0.6% | -0.5% |
| 30D | +26.6% | -8.1% | +34.7% | +27.7% |
| 3M | +13.2% | +20.2% | -7.0% | +9.6% |
| 6M | +42.9% | +72.7% | -29.9% | +31.0% |
| YTD | +21.0% | +19.6% | +1.4% | +15.8% |
| 1Y | +15.2% | +0.3% | +14.9% | +12.7% |
| 3Y | +95.6% | +22.8% | +72.8% | +76.1% |
| 5Y | +53.4% | -50.9% | +104.3% | +49.5% |
| All | +135.5% | +28.9% | +106.6% | +69.7% |
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 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