+15.9%
AGG vs ESTC
+25.9%
-10.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -1.5% | +2.4% | -3.9% | -1.5% |
| 30D | +0.6% | -4.2% | +4.9% | +0.7% |
| 3M | -1.6% | +2.5% | -4.1% | -1.7% |
| 6M | -1.6% | +81.5% | -83.1% | -2.5% |
| YTD | -1.5% | +16.8% | -18.4% | -1.9% |
| 1Y | -1.1% | -3.5% | +2.3% | -1.3% |
| 3Y | +13.6% | +17.7% | -4.1% | +12.5% |
| 5Y | -1.7% | -51.7% | +50.1% | -2.2% |
| All | +15.9% | +25.9% | -10.0% | +13.5% |
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