+528.8%
APP vs AIG
+90.3%
+438.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +3.9% |
| 7D | +79.2% | -3.4% | +82.5% | +81.1% |
| 30D | +48.0% | +3.4% | +44.6% | +45.3% |
| 3M | +18.2% | +1.7% | +16.5% | +16.8% |
| 6M | -12.5% | +5.7% | -18.2% | -15.4% |
| YTD | -39.2% | -5.1% | -34.0% | -38.6% |
| 1Y | -33.9% | +6.1% | -39.9% | -37.1% |
| 3Y | +933.3% | +35.5% | +897.8% | +758.7% |
| 5Y | +295.9% | +51.9% | +243.9% | +206.0% |
| All | +528.8% | +90.3% | +438.5% | +386.2% |
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