-23.2%
AIG vs APD
+6,115.6%
-6,138.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.3% |
| 7D | -0.9% | -2.2% | +1.3% | +0.3% |
| 30D | -4.9% | +2.1% | -7.0% | -6.1% |
| 3M | +4.5% | +7.2% | -2.7% | -0.2% |
| 6M | -1.4% | +11.2% | -12.7% | -8.1% |
| YTD | -9.8% | +24.4% | -34.2% | -21.5% |
| 1Y | -4.5% | +6.7% | -11.2% | -10.1% |
| 3Y | +37.4% | +9.2% | +28.2% | +21.1% |
| 5Y | +55.0% | +27.4% | +27.6% | +22.6% |
| 10Y | +63.7% | +164.8% | -101.2% | -16.4% |
| All | -23.2% | +6,115.6% | -6,138.9% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling