+279.1%
AG vs ESTC
+23.7%
+255.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.4% |
| 7D | -0.1% | -3.3% | +3.3% | +0.4% |
| 30D | +12.5% | +13.4% | -1.0% | +9.6% |
| 3M | +28.2% | +41.3% | -13.2% | +20.4% |
| 6M | -18.8% | +62.6% | -81.4% | -25.8% |
| YTD | +27.4% | +14.8% | +12.6% | +22.5% |
| 1Y | +132.2% | -5.1% | +137.2% | +129.3% |
| 3Y | +286.9% | +11.2% | +275.7% | +256.4% |
| 5Y | +72.8% | -47.0% | +119.8% | +63.2% |
| All | +279.1% | +23.7% | +255.4% | +236.3% |
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