+144.3%
AG vs ESTC
+25.9%
+118.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.3% |
| 7D | -10.0% | +2.4% | -12.4% | -10.3% |
| 30D | -10.5% | -4.2% | -6.2% | -9.9% |
| 3M | -27.3% | +2.5% | -29.7% | -27.9% |
| 6M | -43.0% | +81.5% | -124.5% | -48.5% |
| YTD | -17.9% | +16.8% | -34.8% | -21.3% |
| 1Y | +11.9% | -3.5% | +15.4% | +10.4% |
| 3Y | +201.8% | +17.7% | +184.1% | +175.3% |
| 5Y | -0.1% | -51.7% | +51.7% | -5.1% |
| All | +144.3% | +25.9% | +118.4% | +116.0% |
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