+64.2%
AIG vs APD
+166.7%
-102.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.8% |
| 7D | -1.2% | -3.3% | +2.1% | +0.6% |
| 30D | -1.1% | -4.2% | +3.1% | +1.1% |
| 3M | +0.7% | +5.4% | -4.8% | -2.5% |
| 6M | -2.2% | +6.3% | -8.4% | -6.1% |
| YTD | -10.8% | +20.3% | -31.2% | -20.4% |
| 1Y | -2.0% | +1.6% | -3.6% | -4.7% |
| 3Y | +34.8% | +4.0% | +30.8% | +23.6% |
| 5Y | +55.0% | +23.3% | +31.7% | +22.9% |
| All | +64.2% | +166.7% | -102.5% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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