+132.2%
AG vs ESTC
-6.1%
+138.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.2% |
| 7D | -0.1% | -3.3% | +3.3% | +0.2% |
| 30D | +12.5% | +13.4% | -1.0% | +10.8% |
| 3M | +28.2% | +41.3% | -13.2% | +23.2% |
| 6M | -18.8% | +62.6% | -81.4% | -22.4% |
| YTD | +27.4% | +14.8% | +12.6% | +31.1% |
| 1Y | +132.2% | -5.1% | +137.2% | +153.9% |
| All | +132.2% | -6.1% | +138.3% | +153.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling