-85.4%
AIG vs ACWI
+356.8%
-442.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.9% | +0.5% | -1.4% | -1.7% |
| 30D | -4.9% | +0.9% | -5.7% | -6.2% |
| 3M | +4.5% | +2.4% | +2.1% | -0.3% |
| 6M | -1.4% | +12.4% | -13.8% | -18.7% |
| YTD | -9.8% | +15.2% | -25.0% | -28.6% |
| 1Y | -4.5% | +22.7% | -27.2% | -31.7% |
| 3Y | +37.4% | +75.8% | -38.3% | -44.8% |
| 5Y | +55.0% | +67.7% | -12.8% | -34.4% |
| 10Y | +63.7% | +229.0% | -165.3% | -75.9% |
| All | -85.4% | +356.8% | -442.2% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling