+152.3%
ACN vs AIG
+67.5%
+84.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | -3.8% | +6.6% | -10.4% | -6.1% |
| 30D | +16.5% | +7.0% | +9.5% | +13.8% |
| 3M | +41.5% | +9.7% | +31.8% | +37.0% |
| 6M | +60.1% | +10.8% | +49.3% | +54.6% |
| YTD | -3.9% | -1.3% | -2.7% | -3.9% |
| 1Y | +4.1% | +8.4% | -4.3% | +0.6% |
| 3Y | -15.9% | +39.0% | -54.9% | -26.8% |
| 5Y | -26.3% | +59.6% | -85.9% | -40.1% |
| All | +152.3% | +67.5% | +84.8% | +76.0% |
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