+91.4%
AIG vs ESI
+222.6%
-131.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | -1.4% | +3.9% | -5.4% | -2.6% |
| 30D | -3.3% | -3.8% | +0.5% | -2.4% |
| 3M | +2.2% | -13.1% | +15.3% | +5.1% |
| 6M | -2.1% | +11.3% | -13.5% | -8.2% |
| YTD | -11.2% | +44.1% | -55.3% | -24.1% |
| 1Y | -2.1% | +40.3% | -42.4% | -16.1% |
| 3Y | +34.4% | +84.1% | -49.7% | +1.9% |
| 5Y | +53.7% | +75.8% | -22.1% | +16.8% |
| 10Y | +64.4% | +320.7% | -256.3% | -5.0% |
| All | +91.4% | +222.6% | -131.2% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling