-57.9%
AUR vs ESTC
-16.8%
-41.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.7% |
| 7D | -4.5% | +2.4% | -6.9% | -5.6% |
| 30D | -16.6% | -4.2% | -12.4% | -14.8% |
| 3M | -38.5% | +2.5% | -40.9% | -40.0% |
| 6M | -49.9% | +81.5% | -131.4% | -63.7% |
| YTD | +9.6% | +16.8% | -7.2% | -3.7% |
| 1Y | +1.2% | -3.5% | +4.7% | -2.9% |
| 3Y | +128.8% | +17.7% | +111.1% | +71.9% |
| 5Y | -57.9% | -51.7% | -6.2% | -64.6% |
| All | -57.9% | -16.8% | -41.1% | -64.5% |
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