+53.1%
AIG vs APD
+22.2%
+30.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -1.2% | -3.3% | +2.1% | -0.1% |
| 30D | -1.1% | -4.2% | +3.1% | +0.3% |
| 3M | +0.7% | +5.4% | -4.8% | -1.3% |
| 6M | -2.2% | +6.3% | -8.4% | -4.6% |
| YTD | -10.8% | +20.3% | -31.2% | -17.0% |
| 1Y | -2.0% | +1.6% | -3.6% | -3.4% |
| 3Y | +34.8% | +4.0% | +30.8% | +30.0% |
| All | +53.1% | +22.2% | +30.9% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling