+65.5%
AIG vs ACGL
+324.4%
-258.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.1% |
| 7D | +6.6% | +2.2% | +4.4% | +4.8% |
| 30D | +7.0% | +12.3% | -5.3% | -2.2% |
| 3M | +9.7% | +11.8% | -2.1% | +0.5% |
| 6M | +10.8% | +17.5% | -6.7% | -2.6% |
| YTD | -1.3% | +14.3% | -15.5% | -11.8% |
| 1Y | +8.4% | +18.2% | -9.8% | -5.7% |
| 3Y | +39.0% | +33.2% | +5.9% | +6.0% |
| 5Y | +59.6% | +174.3% | -114.7% | -35.9% |
| All | +65.5% | +324.4% | -258.9% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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