+558.2%
AGI vs ESTC
+25.9%
+532.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -10.1% | +2.4% | -12.5% | -10.2% |
| 30D | -6.5% | -4.2% | -2.3% | -6.3% |
| 3M | -12.8% | +2.5% | -15.3% | -13.0% |
| 6M | -34.3% | +81.5% | -115.8% | -36.4% |
| YTD | -25.6% | +16.8% | -42.5% | -26.6% |
| 1Y | -14.2% | -3.5% | -10.8% | -14.7% |
| 3Y | +127.3% | +17.7% | +109.6% | +120.7% |
| 5Y | +241.8% | -51.7% | +293.5% | +222.4% |
| All | +558.2% | +25.9% | +532.3% | +564.9% |
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 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