+59.9%
AIG vs ESTC
-52.1%
+112.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +6.6% | +2.4% | +4.2% | +6.4% |
| 30D | +7.0% | -4.2% | +11.3% | +7.2% |
| 3M | +9.7% | +2.5% | +7.2% | +9.0% |
| 6M | +10.8% | +81.5% | -70.7% | +4.7% |
| YTD | -1.3% | +16.8% | -18.1% | -3.6% |
| 1Y | +8.4% | -3.5% | +11.8% | +7.4% |
| 3Y | +39.0% | +17.7% | +21.3% | +31.0% |
| All | +59.9% | -52.1% | +112.0% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling