+72.1%
AIG vs ESTC
+19.1%
+52.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.2% | -9.2% | +8.0% | 0.0% |
| 30D | -1.1% | +8.1% | -9.1% | -2.5% |
| 3M | +0.7% | +38.5% | -37.8% | -4.1% |
| 6M | -2.2% | +57.8% | -60.0% | -9.0% |
| YTD | -10.8% | +10.5% | -21.4% | -13.5% |
| 1Y | -2.0% | -6.4% | +4.3% | -3.2% |
| 3Y | +34.8% | +4.7% | +30.2% | +24.5% |
| 5Y | +55.0% | -47.8% | +102.8% | +52.9% |
| All | +72.1% | +19.1% | +52.9% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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