+720.6%
AGI vs ESTC
+19.3%
+701.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -3.1% |
| 7D | -5.3% | -13.2% | +7.9% | -4.6% |
| 30D | +6.8% | +9.3% | -2.6% | +6.1% |
| 3M | +8.3% | +37.3% | -29.0% | +6.3% |
| 6M | -29.2% | +61.0% | -90.2% | -31.2% |
| YTD | -7.3% | +10.7% | -17.9% | -8.2% |
| 1Y | +8.0% | -7.2% | +15.2% | +7.7% |
| 3Y | +206.6% | +7.2% | +199.4% | +199.0% |
| 5Y | +398.1% | -47.7% | +445.9% | +373.6% |
| All | +720.6% | +19.3% | +701.4% | +731.4% |
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