+190.8%
AIG vs ACI
+21.8%
+169.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.6% |
| 7D | -1.6% | -2.6% | +1.0% | -1.3% |
| 30D | -5.2% | +1.1% | -6.3% | -5.3% |
| 3M | +1.5% | -23.6% | +25.1% | +4.1% |
| 6M | -3.9% | -29.9% | +26.0% | -0.6% |
| YTD | -11.6% | -26.9% | +15.3% | -9.1% |
| 1Y | -2.9% | -34.2% | +31.3% | +1.0% |
| 3Y | +33.7% | -43.6% | +77.4% | +41.2% |
| 5Y | +52.7% | -42.4% | +95.1% | +59.3% |
| All | +190.8% | +21.8% | +169.0% | +202.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling