+63.5%
AIG vs ACWI
+230.9%
-167.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +1.0% |
| 7D | -2.4% | -1.9% | -0.4% | -0.2% |
| 30D | -2.9% | -1.3% | -1.6% | -1.6% |
| 3M | +0.8% | +5.0% | -4.2% | -5.3% |
| 6M | -2.7% | +11.7% | -14.4% | -15.6% |
| YTD | -11.2% | +13.0% | -24.1% | -24.4% |
| 1Y | -1.5% | +19.2% | -20.7% | -21.8% |
| 3Y | +34.4% | +75.0% | -40.7% | -35.4% |
| 5Y | +54.4% | +67.1% | -12.6% | -21.3% |
| All | +63.5% | +230.9% | -167.3% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACWI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling