+83.9%
ALLY vs ESTC
+25.9%
+58.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +0.4% | +2.4% | -2.0% | -0.2% |
| 30D | +5.2% | -4.2% | +9.5% | +5.9% |
| 3M | -13.3% | +2.5% | -15.8% | -14.9% |
| 6M | -6.7% | +81.5% | -88.1% | -20.9% |
| YTD | -12.8% | +16.8% | -29.7% | -18.8% |
| 1Y | +0.7% | -3.5% | +4.1% | -2.2% |
| 3Y | +65.2% | +17.7% | +47.5% | +41.4% |
| 5Y | -10.1% | -51.7% | +41.6% | -12.9% |
| All | +83.9% | +25.9% | +58.0% | +14.1% |
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