+749.6%
AGI vs ESTC
+31.2%
+718.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.7% |
| 7D | +0.6% | -8.1% | +8.7% | +1.0% |
| 30D | +18.2% | +31.7% | -13.5% | +16.4% |
| 3M | -4.1% | +41.1% | -45.2% | -6.0% |
| 6M | -28.7% | +77.1% | -105.8% | -31.0% |
| YTD | -4.0% | +21.7% | -25.7% | -5.4% |
| 1Y | +17.4% | +8.4% | +9.0% | +16.1% |
| 3Y | +203.0% | +23.6% | +179.4% | +193.4% |
| 5Y | +376.7% | -46.5% | +423.1% | +350.1% |
| All | +749.6% | +31.2% | +718.5% | +756.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling