+86.8%
ACN vs AIG
+65.5%
+21.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -7.9% | -2.4% | -5.5% | -7.0% |
| 30D | -1.1% | -2.9% | +1.9% | 0.0% |
| 3M | +5.6% | +0.8% | +4.8% | +5.4% |
| 6M | -9.9% | -2.7% | -7.3% | -9.1% |
| YTD | -32.3% | -11.2% | -21.1% | -29.7% |
| 1Y | -25.3% | -1.5% | -23.8% | -25.5% |
| 3Y | -42.3% | +34.4% | -76.6% | -49.3% |
| 5Y | -43.5% | +54.4% | -97.9% | -53.6% |
| All | +86.8% | +65.5% | +21.3% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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