+848.7%
APA vs AIG
-21.5%
+870.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.3% | -3.0% |
| 7D | +0.5% | -0.9% | +1.5% | +0.8% |
| 30D | +23.4% | -4.9% | +28.3% | +24.8% |
| 3M | +12.7% | +4.5% | +8.2% | +11.3% |
| 6M | +39.4% | -1.4% | +40.9% | +39.3% |
| YTD | +79.0% | -9.8% | +88.7% | +82.4% |
| 1Y | +88.8% | -4.5% | +93.4% | +89.7% |
| 3Y | +6.4% | +37.4% | -31.1% | -2.2% |
| 5Y | +153.0% | +55.0% | +98.0% | +128.0% |
| 10Y | +7.5% | +63.7% | -56.1% | -1.8% |
| All | +848.7% | -21.5% | +870.3% | +619.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling