+167.4%
AG vs ESTC
+24.6%
+142.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.3% | -2.5% | -5.4% |
| 7D | +6.0% | -3.6% | +9.5% | +6.6% |
| 30D | -13.5% | -11.2% | -2.4% | -12.0% |
| 3M | -20.7% | +14.3% | -35.0% | -22.8% |
| 6M | -31.5% | +67.0% | -98.5% | -37.4% |
| YTD | -10.1% | +15.7% | -25.8% | -13.7% |
| 1Y | +26.0% | -6.3% | +32.3% | +24.8% |
| 3Y | +228.9% | +14.5% | +214.4% | +201.4% |
| 5Y | +8.7% | -49.9% | +58.6% | +3.1% |
| All | +167.4% | +24.6% | +142.7% | +136.8% |
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