+69.5%
AME vs ESTC
-48.9%
+118.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +2.3% |
| 7D | -5.2% | -11.5% | +6.3% | -4.1% |
| 30D | -8.0% | -7.5% | -0.5% | -7.4% |
| 3M | -8.9% | +23.1% | -32.0% | -11.1% |
| 6M | -5.0% | +75.3% | -80.3% | -10.9% |
| YTD | +11.9% | +14.1% | -2.2% | +9.2% |
| 1Y | +16.6% | -0.6% | +17.2% | +15.4% |
| 3Y | +62.5% | +20.8% | +41.7% | +51.8% |
| All | +69.5% | -48.9% | +118.4% | +55.8% |
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