+378.5%
APP vs AIG
+77.3%
+301.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -1.8% |
| 7D | +0.1% | -1.6% | +1.7% | +0.8% |
| 30D | -10.0% | -5.2% | -4.8% | -8.0% |
| 3M | -44.6% | +1.5% | -46.1% | -45.2% |
| 6M | -37.9% | -3.9% | -33.9% | -37.2% |
| YTD | -53.7% | -11.6% | -42.1% | -51.6% |
| 1Y | -43.0% | -2.9% | -40.0% | -43.7% |
| 3Y | +640.8% | +33.7% | +607.0% | +517.2% |
| 5Y | +358.8% | +52.7% | +306.2% | +270.1% |
| All | +378.5% | +77.3% | +301.2% | +283.1% |
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 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