+52.5%
ALLE vs ESTC
-51.6%
+104.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.1% | +3.2% | -2.2% |
| 7D | 0.0% | -18.5% | +18.5% | +2.4% |
| 30D | +20.6% | -11.0% | +31.6% | +22.0% |
| 3M | +11.4% | +20.8% | -9.4% | +8.0% |
| 6M | +42.5% | +67.9% | -25.3% | +31.9% |
| YTD | +18.9% | +11.6% | +7.3% | +15.3% |
| 1Y | +14.2% | -3.3% | +17.4% | +12.6% |
| 3Y | +90.7% | +16.4% | +74.3% | +72.5% |
| 5Y | +52.5% | -49.9% | +102.4% | +32.6% |
| All | +52.5% | -51.6% | +104.1% | +32.6% |
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