+951.3%
APH vs AIG
+70.6%
+880.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.4% | +5.8% | +7.4% |
| 7D | +1.1% | -3.4% | +4.5% | +2.2% |
| 30D | -7.5% | +3.4% | -10.8% | -8.8% |
| 3M | -4.4% | +1.7% | -6.2% | -5.5% |
| 6M | +26.5% | +5.7% | +20.8% | +22.6% |
| YTD | +20.0% | -5.1% | +25.2% | +20.4% |
| 1Y | +16.9% | +6.1% | +10.8% | +12.0% |
| 3Y | +288.5% | +35.5% | +253.0% | +234.7% |
| 5Y | +310.3% | +51.9% | +258.3% | +232.3% |
| 10Y | +951.3% | +68.2% | +883.1% | +643.3% |
| All | +951.3% | +70.6% | +880.7% | +643.3% |
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