+119,301.1%
APH vs AIG
-27.0%
+119,328.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.9% | +8.0% | +4.8% |
| 7D | -5.9% | -5.1% | -0.9% | -5.1% |
| 30D | -14.8% | +2.8% | -17.6% | -15.4% |
| 3M | -12.4% | -2.1% | -10.3% | -12.3% |
| 6M | +8.1% | +1.4% | +6.7% | +7.2% |
| YTD | +10.9% | -7.4% | +18.3% | +11.5% |
| 1Y | +8.8% | +4.4% | +4.3% | +6.8% |
| 3Y | +262.1% | +30.0% | +232.1% | +240.1% |
| 5Y | +283.1% | +47.9% | +235.3% | +249.7% |
| 10Y | +908.1% | +74.4% | +833.7% | +762.2% |
| All | +119,301.1% | -27.0% | +119,328.1% | +89,620.8% |
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