+64.2%
AIG vs ACM
+134.0%
-69.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.2% |
| 7D | -1.2% | -4.6% | +3.4% | +1.4% |
| 30D | -1.1% | +4.1% | -5.1% | -3.7% |
| 3M | +0.7% | -8.3% | +9.0% | +4.0% |
| 6M | -2.2% | -30.1% | +27.9% | +16.6% |
| YTD | -10.8% | -32.6% | +21.8% | +6.8% |
| 1Y | -2.0% | -49.6% | +47.6% | +38.4% |
| 3Y | +34.8% | -23.0% | +57.9% | +40.9% |
| 5Y | +55.0% | +2.0% | +53.1% | +31.7% |
| All | +64.2% | +134.0% | -69.8% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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