-66.7%
AIG vs ACGL
+4,429.2%
-4,495.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | 0.0% |
| 7D | -0.9% | -0.7% | -0.2% | -0.6% |
| 30D | -4.9% | -1.0% | -3.9% | -4.4% |
| 3M | +4.5% | +11.0% | -6.6% | -1.0% |
| 6M | -1.4% | -0.3% | -1.1% | -1.5% |
| YTD | -9.8% | +2.3% | -12.1% | -11.1% |
| 1Y | -4.5% | +6.4% | -10.9% | -7.8% |
| 3Y | +37.4% | +34.0% | +3.5% | +16.4% |
| 5Y | +55.0% | +161.6% | -106.7% | -6.1% |
| 10Y | +63.7% | +278.6% | -214.9% | -13.2% |
| All | -66.7% | +4,429.2% | -4,495.9% | -89.5% |
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 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