+219.4%
AME vs ESTC
+28.9%
+190.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.9% | -0.7% | +3.5% |
| 7D | -1.5% | -1.2% | -0.3% | -1.3% |
| 30D | -4.2% | -8.1% | +4.0% | -3.2% |
| 3M | -5.9% | +20.2% | -26.1% | -9.0% |
| 6M | +2.8% | +72.7% | -69.9% | -6.0% |
| YTD | +16.6% | +19.6% | -3.1% | +11.4% |
| 1Y | +22.1% | +0.3% | +21.8% | +19.5% |
| 3Y | +64.7% | +22.8% | +41.9% | +48.4% |
| 5Y | +76.6% | -50.9% | +127.5% | +78.7% |
| All | +219.4% | +28.9% | +190.5% | +117.1% |
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 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