+57.8%
AIG vs ES
+3.8%
+54.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +6.6% | +6.7% | -0.1% | +4.8% |
| 3M | +7.9% | +0.3% | +7.5% | +7.7% |
| 6M | +10.4% | +7.4% | +3.0% | +8.2% |
| YTD | -1.3% | +8.4% | -9.7% | -3.8% |
| 1Y | +11.5% | +0.6% | +10.8% | +10.5% |
| 3Y | +38.8% | +50.6% | -11.8% | +20.8% |
| 5Y | +57.8% | +4.8% | +53.0% | +48.2% |
| All | +57.8% | +3.8% | +54.0% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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