-4.1%
APA vs AIG
+65.5%
-69.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.8% | -2.4% | +3.2% | +2.8% |
| 30D | +9.6% | -2.9% | +12.6% | +12.2% |
| 3M | +18.0% | +0.8% | +17.2% | +16.3% |
| 6M | +41.9% | -2.7% | +44.5% | +41.9% |
| YTD | +86.3% | -11.2% | +97.5% | +99.9% |
| 1Y | +97.9% | -1.5% | +99.4% | +92.6% |
| 3Y | +12.8% | +34.4% | -21.6% | -19.0% |
| 5Y | +177.2% | +54.4% | +122.8% | +71.0% |
| All | -4.1% | +65.5% | -69.6% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AIG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling