+404.3%
AGI vs ESTC
-46.4%
+450.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.5% |
| 7D | +2.2% | -3.3% | +5.6% | +2.5% |
| 30D | +11.3% | +13.4% | -2.2% | +9.7% |
| 3M | +5.6% | +41.3% | -35.7% | +1.9% |
| 6M | -27.7% | +62.6% | -90.3% | -31.3% |
| YTD | -4.1% | +14.8% | -18.8% | -6.1% |
| 1Y | +13.8% | -5.1% | +18.8% | +13.0% |
| 3Y | +217.0% | +11.2% | +205.9% | +198.1% |
| 5Y | +404.3% | -47.0% | +451.3% | +381.9% |
| All | +404.3% | -46.4% | +450.7% | +381.9% |
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 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