-16.0%
AIG vs ES
+1,272.1%
-1,288.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | 0.0% |
| 7D | +6.6% | +2.7% | +3.9% | +5.4% |
| 30D | +7.0% | +7.6% | -0.6% | +3.7% |
| 3M | +9.7% | +0.5% | +9.2% | +9.3% |
| 6M | +10.8% | +7.6% | +3.2% | +7.1% |
| YTD | -1.3% | +10.2% | -11.5% | -6.0% |
| 1Y | +8.4% | +1.8% | +6.5% | +6.1% |
| 3Y | +39.0% | +55.4% | -16.4% | +10.8% |
| 5Y | +59.6% | +7.3% | +52.3% | +46.9% |
| 10Y | +68.4% | +96.4% | -27.9% | +15.5% |
| All | -16.0% | +1,272.1% | -1,288.1% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling