+221.4%
AME vs ESTC
+24.7%
+196.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.1% | -2.6% | +3.7% | +1.5% |
| 30D | -4.1% | -8.6% | +4.5% | -3.0% |
| 3M | -6.3% | +14.4% | -20.7% | -8.8% |
| 6M | +3.5% | +73.3% | -69.8% | -5.4% |
| YTD | +17.3% | +15.7% | +1.5% | +12.5% |
| 1Y | +22.0% | -7.6% | +29.6% | +20.9% |
| 3Y | +62.0% | +14.6% | +47.4% | +47.6% |
| 5Y | +78.5% | -50.0% | +128.5% | +79.5% |
| All | +221.4% | +24.7% | +196.6% | +119.4% |
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