-63.5%
AIG vs ACGL
+4,940.3%
-5,003.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.4% | -1.4% | +2.8% | +2.2% |
| 30D | +6.6% | +12.4% | -5.7% | +0.5% |
| 3M | +7.9% | +11.1% | -3.2% | +2.2% |
| 6M | +10.4% | +16.3% | -6.0% | +2.1% |
| YTD | -1.3% | +13.8% | -15.1% | -7.8% |
| 1Y | +11.5% | +20.4% | -8.9% | +1.2% |
| 3Y | +38.8% | +33.6% | +5.2% | +18.0% |
| 5Y | +57.8% | +176.8% | -119.0% | -6.9% |
| 10Y | +68.4% | +324.6% | -256.2% | -15.6% |
| All | -63.5% | +4,940.3% | -5,003.8% | -89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling