-91.2%
AIG vs ACM
+230.8%
-322.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.6% |
| 7D | -0.9% | -3.7% | +2.8% | +1.2% |
| 30D | -4.9% | -11.1% | +6.2% | +0.6% |
| 3M | +4.5% | -8.0% | +12.4% | +7.7% |
| 6M | -1.4% | -29.7% | +28.2% | +17.0% |
| YTD | -9.8% | -29.4% | +19.6% | +5.2% |
| 1Y | -4.5% | -46.4% | +41.9% | +29.2% |
| 3Y | +37.4% | -22.3% | +59.8% | +45.4% |
| 5Y | +55.0% | +4.5% | +50.5% | +35.3% |
| 10Y | +63.7% | +127.6% | -64.0% | -12.9% |
| All | -91.2% | +230.8% | -322.0% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling