+64.2%
AIG vs ACGL
+276.6%
-212.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -1.2% | -2.0% | +0.9% | +0.4% |
| 30D | -1.1% | -1.2% | +0.2% | -0.2% |
| 3M | +0.7% | +5.4% | -4.8% | -3.6% |
| 6M | -2.2% | +1.4% | -3.5% | -3.7% |
| YTD | -10.8% | +0.2% | -11.0% | -11.7% |
| 1Y | -2.0% | +4.1% | -6.1% | -6.0% |
| 3Y | +34.8% | +28.2% | +6.6% | +4.8% |
| 5Y | +55.0% | +159.5% | -104.5% | -35.4% |
| All | +64.2% | +276.6% | -212.4% | -44.5% |
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