We have recently reworked the filtering and paging implementations for Classic, resulting in good performance improvements for Classic ExtendedDataGrid and ExtendedAdvancedDataGrid components. This is especially true if you have a large number of records. Previous performance improvements had revolved around optimizing the renderered part of the grid, but this one particularly targets the internals of how the grid stores indexes for pages and filters. We have had a couple of our consulting services customers experience dramatic improvements, especially for larger recordsets. 

If you have grids with tens of thousands of rows, please request a build, you should be able to see these improvements.

Please note, this is only for our Classic Product (Not Ultimate). We've already made a lot of advances in terms of performance for Ultimate before.