-36.1%
AUR vs ESTC
-49.0%
+12.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +1.0% | -0.9% |
| 7D | +0.2% | -13.2% | +13.3% | +7.1% |
| 30D | -8.9% | +9.3% | -18.3% | -14.7% |
| 3M | +4.6% | +37.3% | -32.7% | -13.3% |
| 6M | +44.9% | +61.0% | -16.2% | +9.0% |
| YTD | +64.8% | +10.7% | +54.2% | +47.9% |
| 1Y | +16.4% | -7.2% | +23.5% | +12.6% |
| 3Y | +85.1% | +7.2% | +77.9% | +41.4% |
| 5Y | -36.1% | -47.7% | +11.6% | -42.4% |
| All | -36.1% | -49.0% | +12.8% | -42.4% |
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 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