+333.0%
APP vs AIG
+54.7%
+278.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.1% | +2.6% |
| 7D | +0.9% | -0.9% | +1.8% | +1.3% |
| 30D | -23.3% | -4.9% | -18.4% | -21.5% |
| 3M | -42.6% | +4.5% | -47.1% | -44.1% |
| 6M | -33.6% | -1.4% | -32.2% | -33.6% |
| YTD | -52.4% | -9.8% | -42.6% | -50.5% |
| 1Y | -35.9% | -4.5% | -31.4% | -36.1% |
| 3Y | +642.2% | +37.4% | +604.8% | +485.2% |
| All | +333.0% | +54.7% | +278.3% | +224.5% |
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