-35.7%
AUR vs ESTC
-21.3%
-14.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +1.4% | -9.2% | +10.6% | +6.1% |
| 30D | -6.4% | +8.1% | -14.5% | -11.7% |
| 3M | +7.7% | +38.5% | -30.8% | -10.6% |
| 6M | +44.5% | +57.8% | -13.3% | +10.8% |
| YTD | +67.4% | +10.5% | +56.9% | +50.9% |
| 1Y | +15.4% | -6.4% | +21.8% | +11.4% |
| 3Y | +94.8% | +4.7% | +90.2% | +53.5% |
| 5Y | -35.1% | -47.8% | +12.7% | -44.0% |
| All | -35.7% | -21.3% | -14.4% | -44.4% |
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