+82.4%
ALLY vs ESTC
+27.2%
+55.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.2% |
| 7D | -2.1% | +5.8% | -7.9% | -3.4% |
| 30D | +2.0% | -5.6% | +7.6% | +3.0% |
| 3M | -13.3% | +15.4% | -28.8% | -17.4% |
| 6M | -9.9% | +77.8% | -87.7% | -23.3% |
| YTD | -13.5% | +18.1% | -31.6% | -19.7% |
| 1Y | -2.8% | -3.7% | +0.9% | -5.5% |
| 3Y | +63.4% | +16.9% | +46.5% | +40.2% |
| 5Y | -10.9% | -51.2% | +40.4% | -13.8% |
| All | +82.4% | +27.2% | +55.2% | +12.9% |
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