+129.2%
ALLE vs ESTC
+23.0%
+106.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.2% | -1.2% |
| 7D | -0.6% | -11.5% | +10.9% | +0.9% |
| 30D | +25.3% | -7.5% | +32.9% | +26.3% |
| 3M | +10.3% | +23.1% | -12.8% | +6.4% |
| 6M | +38.0% | +75.3% | -37.2% | +26.3% |
| YTD | +17.8% | +14.1% | +3.7% | +13.4% |
| 1Y | +13.6% | -0.6% | +14.2% | +11.2% |
| 3Y | +89.2% | +20.8% | +68.4% | +70.5% |
| 5Y | +51.1% | -48.8% | +99.8% | +46.0% |
| All | +129.2% | +23.0% | +106.2% | +66.1% |
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