+90.5%
AIG vs ESTC
+25.9%
+64.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +6.6% | +2.4% | +4.2% | +6.2% |
| 30D | +7.0% | -4.2% | +11.3% | +7.3% |
| 3M | +9.7% | +2.5% | +7.2% | +8.6% |
| 6M | +10.8% | +81.5% | -70.7% | +1.2% |
| YTD | -1.3% | +16.8% | -18.1% | -5.2% |
| 1Y | +8.4% | -3.5% | +11.8% | +6.6% |
| 3Y | +39.0% | +17.7% | +21.3% | +26.1% |
| 5Y | +59.6% | -51.7% | +111.4% | +61.3% |
| All | +90.5% | +25.9% | +64.6% | +24.2% |
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