+391.7%
APP vs AIG
+81.0%
+310.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.7% |
| 3M | -42.6% | +4.5% | -47.1% | -43.9% |
| 6M | -33.6% | -1.4% | -32.2% | -33.6% |
| YTD | -52.4% | -9.8% | -42.6% | -50.7% |
| 1Y | -35.9% | -4.5% | -31.4% | -36.0% |
| 3Y | +642.2% | +37.4% | +604.8% | +510.9% |
| 5Y | +311.1% | +55.0% | +256.1% | +228.6% |
| All | +391.7% | +81.0% | +310.7% | +290.2% |
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 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