+14.8%
ALLE vs ESTC
-8.0%
+22.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -0.8% | -2.6% | +1.8% | -0.8% |
| 30D | +27.4% | -8.6% | +36.0% | +27.2% |
| 3M | +13.8% | +14.4% | -0.5% | +14.0% |
| 6M | +45.5% | +73.3% | -27.8% | +46.1% |
| YTD | +21.4% | +15.7% | +5.7% | +22.3% |
| All | +14.8% | -8.0% | +22.8% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling