+50.4%
ALLE vs ESTC
-48.9%
+99.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.2% | -1.2% |
| 7D | -0.6% | -11.5% | +10.9% | +0.8% |
| 30D | +25.3% | -7.5% | +32.9% | +26.2% |
| 3M | +10.3% | +23.1% | -12.8% | +6.7% |
| 6M | +38.0% | +75.3% | -37.2% | +27.1% |
| YTD | +17.8% | +14.1% | +3.7% | +13.9% |
| 1Y | +13.6% | -0.6% | +14.2% | +11.7% |
| 3Y | +89.2% | +20.8% | +68.4% | +70.2% |
| All | +50.4% | -48.9% | +99.3% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling