-3.5%
APA vs AIG
+65.5%
-69.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.6% |
| 7D | +0.3% | -1.4% | +1.8% | +1.5% |
| 30D | +9.3% | -3.3% | +12.6% | +12.2% |
| 3M | +23.3% | +2.2% | +21.2% | +20.2% |
| 6M | +39.5% | -2.1% | +41.6% | +38.8% |
| YTD | +87.6% | -11.2% | +98.8% | +101.3% |
| 1Y | +114.2% | -2.1% | +116.4% | +109.6% |
| 3Y | +13.6% | +34.4% | -20.8% | -18.4% |
| 5Y | +175.6% | +53.7% | +121.9% | +70.7% |
| All | -3.5% | +65.5% | -69.0% | -51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling