+179.9%
APTV vs AIG
+343.5%
-163.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -3.4% |
| 7D | +2.0% | -1.6% | +3.5% | +3.0% |
| 30D | -7.7% | -5.2% | -2.5% | -4.7% |
| 3M | -34.0% | +1.5% | -35.5% | -35.1% |
| 6M | -37.1% | -3.9% | -33.2% | -36.6% |
| YTD | -39.9% | -11.6% | -28.3% | -36.8% |
| 1Y | -44.4% | -2.9% | -41.5% | -45.3% |
| 3Y | -54.5% | +33.7% | -88.2% | -64.2% |
| 5Y | -69.1% | +52.7% | -121.8% | -77.8% |
| 10Y | -20.0% | +62.6% | -82.6% | -51.2% |
| All | +179.9% | +343.5% | -163.6% | +6.2% |
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