+223.2%
AME vs ESTC
+27.2%
+196.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.3% |
| 7D | +8.1% | +5.8% | +2.3% | +7.3% |
| 30D | -3.8% | -5.6% | +1.8% | -3.1% |
| 3M | -6.6% | +15.4% | -22.0% | -9.1% |
| 6M | +4.6% | +77.8% | -73.2% | -4.8% |
| YTD | +17.9% | +18.1% | -0.1% | +12.9% |
| 1Y | +23.2% | -3.7% | +26.9% | +21.3% |
| 3Y | +62.9% | +16.9% | +46.1% | +48.0% |
| 5Y | +77.5% | -51.2% | +128.8% | +79.8% |
| All | +223.2% | +27.2% | +196.0% | +120.1% |
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