-10.1%
ALLY vs ESTC
-51.0%
+40.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -2.8% | -2.6% | -0.1% | -2.3% |
| 30D | +1.9% | -8.6% | +10.5% | +3.6% |
| 3M | -12.1% | +14.4% | -26.5% | -16.0% |
| 6M | -9.0% | +73.3% | -82.3% | -21.9% |
| YTD | -12.9% | +15.7% | -28.7% | -18.5% |
| 1Y | -0.1% | -7.6% | +7.5% | -1.7% |
| 3Y | +64.6% | +14.6% | +50.0% | +40.7% |
| 5Y | -10.1% | -50.0% | +40.0% | -31.1% |
| All | -10.1% | -51.0% | +40.9% | -31.1% |
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 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