+17.2%
APA vs AIG
+33.4%
-16.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.8% |
| 7D | +0.3% | -1.4% | +1.8% | +0.9% |
| 30D | +9.3% | -3.3% | +12.6% | +10.7% |
| 3M | +23.3% | +2.2% | +21.2% | +21.7% |
| 6M | +39.5% | -2.1% | +41.6% | +39.4% |
| YTD | +87.6% | -11.2% | +98.8% | +96.6% |
| 1Y | +114.2% | -2.1% | +116.4% | +112.5% |
| All | +17.2% | +33.4% | -16.2% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling