+50.6%
ALLE vs ESTC
-49.1%
+99.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.8% |
| 7D | +1.6% | +5.8% | -4.2% | +0.9% |
| 30D | +24.1% | -5.6% | +29.7% | +24.7% |
| 3M | +14.8% | +15.4% | -0.6% | +12.1% |
| 6M | +45.9% | +77.8% | -31.9% | +34.2% |
| YTD | +20.7% | +18.1% | +2.7% | +16.3% |
| 1Y | +14.2% | -3.7% | +17.9% | +12.9% |
| 3Y | +90.7% | +16.9% | +73.8% | +73.1% |
| 5Y | +50.6% | -51.2% | +101.8% | +27.6% |
| All | +50.6% | -49.1% | +99.7% | +27.6% |
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