+1,041.3%
APH vs AIG
+61.7%
+979.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.5% |
| 7D | +0.2% | -1.6% | +1.8% | +0.8% |
| 30D | -3.3% | -5.2% | +1.9% | -1.6% |
| 3M | +14.0% | +1.5% | +12.6% | +12.8% |
| 6M | +24.4% | -3.9% | +28.4% | +25.1% |
| YTD | +21.4% | -11.6% | +33.0% | +25.3% |
| 1Y | +48.9% | -2.9% | +51.9% | +47.3% |
| 3Y | +290.1% | +33.7% | +256.4% | +238.1% |
| 5Y | +352.8% | +52.7% | +300.2% | +266.6% |
| 10Y | +1,041.3% | +62.6% | +978.7% | +682.6% |
| All | +1,041.3% | +61.7% | +979.6% | +682.6% |
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