+218.3%
AME vs ESTC
+26.3%
+192.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.5% |
| 7D | +2.8% | -4.3% | +7.1% | +3.3% |
| 30D | -6.3% | +17.7% | -24.0% | -8.9% |
| 3M | +5.4% | +42.3% | -36.9% | -0.5% |
| 6M | +7.4% | +64.6% | -57.1% | -1.4% |
| YTD | +16.2% | +17.2% | -1.0% | +11.5% |
| 1Y | +26.8% | -4.2% | +31.0% | +24.9% |
| 3Y | +57.5% | +13.5% | +44.0% | +43.7% |
| 5Y | +84.8% | -45.5% | +130.4% | +82.3% |
| All | +218.3% | +26.3% | +192.0% | +117.3% |
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