+54.4%
AIG vs ESTC
-47.1%
+101.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +0.6% |
| 7D | -1.4% | -3.3% | +1.9% | -1.2% |
| 30D | -3.3% | +13.4% | -16.8% | -4.5% |
| 3M | +2.2% | +41.3% | -39.2% | -1.0% |
| 6M | -2.1% | +62.6% | -64.7% | -6.5% |
| YTD | -11.2% | +14.8% | -26.0% | -13.0% |
| 1Y | -2.1% | -5.1% | +2.9% | -2.8% |
| 3Y | +34.4% | +11.2% | +23.2% | +27.6% |
| All | +54.4% | -47.1% | +101.5% | +37.0% |
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