+83.2%
ALLY vs ESTC
+23.0%
+60.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.2% |
| 7D | +0.9% | -11.5% | +12.4% | +3.7% |
| 30D | +3.1% | -7.5% | +10.6% | +4.6% |
| 3M | -12.6% | +23.1% | -35.6% | -18.0% |
| 6M | -12.4% | +75.3% | -87.7% | -25.2% |
| YTD | -13.2% | +14.1% | -27.3% | -18.7% |
| 1Y | +1.8% | -0.6% | +2.4% | -1.9% |
| 3Y | +58.0% | +20.8% | +37.2% | +34.0% |
| 5Y | -8.4% | -48.8% | +40.3% | -12.7% |
| All | +83.2% | +23.0% | +60.3% | +14.4% |
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