+355.9%
APH vs AIG
+54.7%
+301.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +5.0% | -0.9% | +5.9% | +5.3% |
| 30D | -3.9% | -4.9% | +1.0% | -2.4% |
| 3M | +13.0% | +4.5% | +8.5% | +10.7% |
| 6M | +25.2% | -1.4% | +26.6% | +24.8% |
| YTD | +22.9% | -9.8% | +32.7% | +26.2% |
| 1Y | +47.8% | -4.5% | +52.4% | +47.5% |
| 3Y | +283.0% | +37.4% | +245.6% | +223.3% |
| All | +355.9% | +54.7% | +301.3% | +252.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling