+1,697.2%
ACN vs AIG
-92.4%
+1,789.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | -1.5% | -0.9% | -0.6% | -1.4% |
| 30D | +9.4% | -4.9% | +14.2% | +10.2% |
| 3M | +5.6% | +4.5% | +1.2% | +5.0% |
| 6M | -9.3% | -1.4% | -7.8% | -9.0% |
| YTD | -29.0% | -9.8% | -19.2% | -27.9% |
| 1Y | -24.7% | -4.5% | -20.1% | -24.3% |
| 3Y | -39.8% | +37.4% | -77.3% | -43.2% |
| 5Y | -40.9% | +55.0% | -95.9% | -45.5% |
| 10Y | +91.1% | +63.7% | +27.5% | +68.7% |
| All | +1,697.2% | -92.4% | +1,789.6% | +2,402.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling