+979.9%
APA vs AIG
-14.1%
+994.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.6% |
| 7D | +8.5% | +6.6% | +2.0% | +6.9% |
| 30D | +2.8% | +7.0% | -4.2% | +1.0% |
| 3M | +21.7% | +9.7% | +12.0% | +18.8% |
| 6M | +32.6% | +10.8% | +21.8% | +28.9% |
| YTD | +103.7% | -1.3% | +105.0% | +102.9% |
| 1Y | +101.8% | +8.4% | +93.4% | +96.4% |
| 3Y | +48.1% | +39.0% | +9.1% | +35.6% |
| 5Y | +91.9% | +59.6% | +32.3% | +71.0% |
| 10Y | +8.4% | +68.4% | -60.1% | -2.4% |
| All | +979.9% | -14.1% | +994.1% | +700.4% |
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 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