+218.3%
AME vs ESTC
+31.2%
+187.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +2.1% |
| 7D | +0.6% | -8.1% | +8.7% | +1.7% |
| 30D | -6.7% | +31.7% | -38.4% | -10.7% |
| 3M | +4.1% | +41.1% | -37.0% | -1.6% |
| 6M | +1.6% | +77.1% | -75.5% | -7.7% |
| YTD | +16.1% | +21.7% | -5.6% | +10.9% |
| 1Y | +27.3% | +8.4% | +18.9% | +23.1% |
| 3Y | +50.9% | +23.6% | +27.2% | +35.8% |
| 5Y | +81.4% | -46.5% | +127.8% | +80.1% |
| All | +218.3% | +31.2% | +187.1% | +116.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling