+394.4%
ALM vs ESTC
-48.9%
+443.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +2.0% |
| 7D | -6.7% | -11.5% | +4.8% | -6.1% |
| 30D | -32.9% | -7.5% | -25.4% | -32.6% |
| 3M | -39.5% | +23.1% | -62.6% | -40.2% |
| 6M | -62.0% | +75.3% | -137.3% | -63.2% |
| YTD | -7.8% | +14.1% | -21.9% | -8.8% |
| 1Y | +26.7% | -0.6% | +27.3% | +26.3% |
| 3Y | +825.4% | +20.8% | +804.5% | +807.8% |
| All | +394.4% | -48.9% | +443.3% | +375.8% |
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