-44.1%
ACN vs AIG
+52.4%
-96.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | -6.3% | -1.4% | -4.9% | -5.8% |
| 30D | -1.4% | -3.3% | +1.9% | -0.1% |
| 3M | +2.6% | +2.2% | +0.4% | +1.9% |
| 6M | -14.3% | -2.1% | -12.2% | -13.6% |
| YTD | -33.1% | -11.2% | -21.9% | -30.4% |
| 1Y | -28.8% | -2.1% | -26.7% | -28.9% |
| 3Y | -43.0% | +34.4% | -77.3% | -50.9% |
| All | -44.1% | +52.4% | -96.5% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling