+132.1%
APO vs AIG
+52.4%
+79.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -4.9% | -2.4% | -2.5% | -3.4% |
| 30D | -8.4% | -2.9% | -5.5% | -6.7% |
| 3M | -2.1% | +0.8% | -2.8% | -3.2% |
| 6M | +19.2% | -2.7% | +21.9% | +20.2% |
| YTD | -10.5% | -11.2% | +0.7% | -4.7% |
| 1Y | -2.7% | -1.5% | -1.2% | -4.4% |
| 3Y | +52.5% | +34.4% | +18.1% | +19.5% |
| 5Y | +132.1% | +54.4% | +77.7% | +59.9% |
| All | +132.1% | +52.4% | +79.7% | +59.9% |
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