-18.4%
APTV vs AIG
+66.2%
-84.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.6% |
| 7D | -5.0% | -1.2% | -3.9% | -4.3% |
| 30D | -6.1% | -1.1% | -5.0% | -5.5% |
| 3M | -33.0% | +0.7% | -33.7% | -33.8% |
| 6M | -35.2% | -2.2% | -33.1% | -35.4% |
| YTD | -40.1% | -10.8% | -29.3% | -37.3% |
| 1Y | -45.6% | -2.0% | -43.6% | -46.8% |
| 3Y | -54.4% | +34.8% | -89.2% | -64.6% |
| 5Y | -68.9% | +55.0% | -123.9% | -78.2% |
| All | -18.4% | +66.2% | -84.6% | -55.7% |
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