+244.1%
AGI vs ESTC
-52.1%
+296.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -10.1% | +2.4% | -12.5% | -10.3% |
| 30D | -6.5% | -4.2% | -2.3% | -6.2% |
| 3M | -12.8% | +2.5% | -15.3% | -13.3% |
| 6M | -34.3% | +81.5% | -115.8% | -38.2% |
| YTD | -25.6% | +16.8% | -42.5% | -27.4% |
| 1Y | -14.2% | -3.5% | -10.8% | -14.9% |
| 3Y | +127.3% | +17.7% | +109.6% | +111.9% |
| All | +244.1% | -52.1% | +296.2% | +239.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling