+525.0%
ALM vs ESTC
+28.9%
+496.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +4.9% | +3.2% | +7.8% |
| 7D | +0.7% | -1.2% | +1.9% | +0.8% |
| 30D | -26.1% | -8.1% | -18.0% | -25.7% |
| 3M | -38.1% | +20.2% | -58.3% | -38.9% |
| 6M | -55.4% | +72.7% | -128.2% | -56.9% |
| YTD | -0.4% | +19.6% | -20.0% | -2.0% |
| 1Y | +25.4% | +0.3% | +25.1% | +24.6% |
| 3Y | +907.8% | +22.8% | +884.9% | +877.2% |
| 5Y | +440.2% | -50.9% | +491.0% | +442.8% |
| All | +525.0% | +28.9% | +496.1% | +416.6% |
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 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