-69.6%
APTV vs AIG
+52.4%
-122.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.1% | -2.9% |
| 7D | -1.2% | -1.4% | +0.3% | -0.4% |
| 30D | -10.6% | -3.3% | -7.3% | -9.1% |
| 3M | -35.0% | +2.2% | -37.2% | -36.2% |
| 6M | -38.9% | -2.1% | -36.8% | -39.1% |
| YTD | -41.5% | -11.2% | -30.3% | -38.7% |
| 1Y | -45.8% | -2.1% | -43.7% | -47.0% |
| 3Y | -55.7% | +34.4% | -90.1% | -66.3% |
| All | -69.6% | +52.4% | -122.0% | -79.5% |
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