+63.5%
AIG vs ACWI
+233.7%
-170.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.2% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -3.3% | -0.6% | -2.7% | -2.7% |
| 3M | +2.2% | +4.3% | -2.1% | -3.3% |
| 6M | -2.1% | +12.7% | -14.8% | -16.0% |
| YTD | -11.2% | +13.9% | -25.1% | -25.1% |
| 1Y | -2.1% | +20.5% | -22.6% | -23.2% |
| 3Y | +34.4% | +76.5% | -42.2% | -36.0% |
| 5Y | +53.7% | +67.5% | -13.8% | -21.7% |
| All | +63.5% | +233.7% | -170.2% | -61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling