+8.1%
APH vs AIG
-0.1%
+8.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.9% | +8.0% | +1.1% |
| 7D | -5.9% | -5.1% | -0.9% | -9.4% |
| 30D | -14.8% | +2.8% | -17.6% | -13.2% |
| 3M | -12.4% | -2.1% | -10.3% | -13.9% |
| 6M | +8.1% | +1.4% | +6.7% | +13.1% |
| All | +8.1% | -0.1% | +8.2% | +13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling