+64.9%
AIG vs ACWI
+225.4%
-160.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | +0.3% |
| 7D | +2.0% | +2.7% | -0.7% | -1.0% |
| 30D | +6.3% | -2.6% | +8.9% | +9.2% |
| 3M | +9.2% | -3.2% | +12.3% | +12.5% |
| 6M | +9.5% | +1.9% | +7.6% | +5.5% |
| YTD | -1.6% | +11.3% | -13.0% | -15.3% |
| 1Y | +8.5% | +11.7% | -3.2% | -7.1% |
| 3Y | +38.3% | +74.4% | -36.1% | -33.8% |
| 5Y | +59.0% | +59.5% | -0.4% | -14.3% |
| All | +64.9% | +225.4% | -160.5% | -58.9% |
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