+64.2%
AIG vs ESI
+312.8%
-248.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -1.2% | -4.6% | +3.5% | +0.7% |
| 30D | -1.1% | -10.5% | +9.4% | +3.1% |
| 3M | +0.7% | -19.8% | +20.5% | +8.1% |
| 6M | -2.2% | +5.8% | -8.0% | -9.0% |
| YTD | -10.8% | +38.3% | -49.1% | -27.6% |
| 1Y | -2.0% | +31.5% | -33.5% | -19.3% |
| 3Y | +34.8% | +80.7% | -45.8% | -10.1% |
| 5Y | +55.0% | +69.4% | -14.4% | +3.7% |
| All | +64.2% | +312.8% | -248.6% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling