+54.4%
AIG vs ACI
-44.6%
+99.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -2.4% | -7.1% | +4.7% | -1.5% |
| 30D | -2.9% | -4.5% | +1.5% | -2.4% |
| 3M | +0.8% | -22.3% | +23.1% | +3.6% |
| 6M | -2.7% | -28.4% | +25.8% | +1.0% |
| YTD | -11.2% | -29.5% | +18.3% | -7.8% |
| 1Y | -1.5% | -34.2% | +32.7% | +3.1% |
| 3Y | +34.4% | -45.7% | +80.0% | +44.2% |
| 5Y | +54.4% | -40.8% | +95.2% | +63.9% |
| All | +54.4% | -44.6% | +99.0% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 5y: compounded portfolio wealth divided by compounded ACI 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…
5y analysis · Full analysis span regression · 6 months rolling